-2.5%
WBD vs MRNA
+521.0%
-523.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -0.6% | -8.2% | +7.6% | -0.2% |
| 30D | +4.2% | +125.6% | -121.4% | -3.7% |
| 3M | +7.5% | +197.1% | -189.6% | -3.4% |
| 6M | +1.6% | +148.5% | -146.9% | -7.6% |
| YTD | -2.2% | +363.3% | -365.4% | -16.2% |
| 1Y | +124.9% | +462.0% | -337.1% | +88.5% |
| 3Y | +149.1% | +26.9% | +122.2% | +127.4% |
| 5Y | +7.8% | -69.6% | +77.4% | -0.1% |
| All | -2.5% | +521.0% | -523.5% | -20.8% |
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