+34.0%
XLB vs MRNA
-67.9%
+101.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | +0.2% |
| 7D | -2.8% | -1.1% | -1.8% | -2.8% |
| 30D | -3.1% | +126.1% | -129.2% | -9.5% |
| 3M | -0.2% | +190.0% | -190.2% | -9.3% |
| 6M | +3.1% | +157.2% | -154.2% | -5.6% |
| YTD | +13.3% | +388.2% | -374.9% | -2.8% |
| 1Y | +12.0% | +467.0% | -455.0% | -5.7% |
| 3Y | +31.4% | +36.1% | -4.7% | +20.7% |
| All | +34.0% | -67.9% | +101.8% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling