+227.7%
XLE vs MRNA
-68.5%
+296.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.9% |
| 7D | +0.3% | -10.1% | +10.4% | +0.4% |
| 30D | +8.5% | +126.7% | -118.2% | +7.2% |
| 3M | +14.6% | +184.1% | -169.5% | +12.4% |
| 6M | +17.6% | +143.3% | -125.7% | +15.7% |
| YTD | +48.1% | +359.9% | -311.8% | +42.4% |
| 1Y | +53.8% | +454.2% | -400.4% | +46.6% |
| 3Y | +56.2% | +26.0% | +30.2% | +52.3% |
| 5Y | +227.7% | -70.3% | +298.0% | +205.6% |
| All | +227.7% | -68.5% | +296.2% | +205.6% |
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 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