+30.9%
XLB vs MRNA
+27.9%
+3.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.2% |
| 7D | -3.5% | -8.2% | +4.7% | -3.3% |
| 30D | -4.7% | +125.6% | -130.2% | -9.5% |
| 3M | +2.7% | +197.1% | -194.3% | -5.3% |
| 6M | +2.6% | +148.5% | -145.9% | -4.2% |
| YTD | +12.8% | +363.3% | -350.4% | -0.9% |
| 1Y | +14.0% | +462.0% | -448.0% | -2.2% |
| All | +30.9% | +27.9% | +3.0% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling