+131.6%
XLB vs MRNA
+516.4%
-384.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.0% |
| 7D | -2.9% | -10.1% | +7.1% | -2.6% |
| 30D | -3.4% | +126.7% | -130.1% | -8.4% |
| 3M | +1.6% | +184.1% | -182.5% | -5.0% |
| 6M | +3.6% | +143.3% | -139.6% | -2.5% |
| YTD | +14.2% | +359.9% | -345.6% | +3.9% |
| 1Y | +15.6% | +454.2% | -438.6% | +3.9% |
| 3Y | +33.1% | +26.0% | +7.1% | +24.9% |
| 5Y | +35.0% | -70.3% | +105.3% | +28.0% |
| All | +131.6% | +516.4% | -384.8% | +112.6% |
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