+128.9%
UNP vs MRNA
+516.4%
-387.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | -1.7% | -10.1% | +8.4% | -1.6% |
| 30D | -2.1% | +126.7% | -128.8% | -4.7% |
| 3M | +5.4% | +184.1% | -178.7% | +1.9% |
| 6M | +13.4% | +143.3% | -129.9% | +9.9% |
| YTD | +25.0% | +359.9% | -334.9% | +18.7% |
| 1Y | +34.6% | +454.2% | -419.6% | +27.0% |
| 3Y | +43.6% | +26.0% | +17.6% | +38.0% |
| 5Y | +51.7% | -70.3% | +122.0% | +45.0% |
| All | +128.9% | +516.4% | -387.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling