+175.4%
XLC vs MRNA
+516.4%
-341.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | -0.5% |
| 7D | -1.4% | -10.1% | +8.7% | -1.1% |
| 30D | -0.9% | +126.7% | -127.6% | -6.6% |
| 3M | -0.3% | +184.1% | -184.4% | -7.7% |
| 6M | -5.2% | +143.3% | -148.5% | -11.5% |
| YTD | -5.3% | +359.9% | -365.2% | -15.3% |
| 1Y | -2.8% | +454.2% | -457.0% | -14.4% |
| 3Y | +71.2% | +26.0% | +45.2% | +60.8% |
| 5Y | +37.6% | -70.3% | +107.8% | +33.2% |
| All | +175.4% | +516.4% | -341.0% | +134.7% |
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 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