+40.3%
XLC vs MRNA
-67.9%
+108.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.8% |
| 7D | +0.5% | -1.1% | +1.6% | +0.5% |
| 30D | +2.1% | +126.1% | -124.0% | -4.4% |
| 3M | +0.7% | +190.0% | -189.3% | -8.5% |
| 6M | -3.2% | +157.2% | -160.4% | -11.3% |
| YTD | -3.8% | +388.2% | -392.0% | -17.9% |
| 1Y | -2.0% | +467.0% | -469.1% | -18.2% |
| 3Y | +71.4% | +36.1% | +35.3% | +60.1% |
| All | +40.3% | -67.9% | +108.2% | +35.0% |
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 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