+120.2%
WFC vs MRNA
+516.4%
-396.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.0% |
| 7D | +0.4% | -10.1% | +10.5% | +0.6% |
| 30D | +2.5% | +126.7% | -124.3% | -0.6% |
| 3M | +10.0% | +184.1% | -174.1% | +5.6% |
| 6M | +15.1% | +143.3% | -128.2% | +11.0% |
| YTD | -2.2% | +359.9% | -362.1% | -8.3% |
| 1Y | +13.5% | +454.2% | -440.7% | +5.3% |
| 3Y | +135.2% | +26.0% | +109.2% | +126.4% |
| 5Y | +128.3% | -70.3% | +198.6% | +117.9% |
| All | +120.2% | +516.4% | -396.2% | +111.0% |
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