+591.9%
VLO vs MRNA
+516.4%
+75.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.6% |
| 7D | +6.2% | -10.1% | +16.3% | +6.3% |
| 30D | +23.5% | +126.7% | -103.2% | +21.8% |
| 3M | +53.9% | +184.1% | -130.3% | +50.7% |
| 6M | +81.7% | +143.3% | -61.6% | +78.4% |
| YTD | +142.5% | +359.9% | -217.4% | +133.9% |
| 1Y | +145.4% | +454.2% | -308.7% | +135.2% |
| 3Y | +197.3% | +26.0% | +171.3% | +189.4% |
| 5Y | +614.6% | -70.3% | +684.9% | +606.0% |
| All | +591.9% | +516.4% | +75.5% | +478.5% |
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