+70.3%
XLI vs MRNA
+34.8%
+35.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +1.0% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | -7.3% | +126.1% | -133.4% | -10.1% |
| 3M | -1.3% | +190.0% | -191.4% | -6.9% |
| 6M | +2.2% | +157.2% | -155.0% | -2.8% |
| YTD | +11.7% | +388.2% | -376.5% | +0.1% |
| 1Y | +14.3% | +467.0% | -452.8% | +0.6% |
| 3Y | +70.3% | +36.1% | +34.3% | +56.6% |
| All | +70.3% | +34.8% | +35.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling