+524.0%
XLK vs MRNA
+554.4%
-30.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +1.1% |
| 7D | +0.2% | -1.1% | +1.3% | +0.2% |
| 30D | -0.6% | +126.1% | -126.7% | -8.0% |
| 3M | +2.6% | +190.0% | -187.5% | -7.5% |
| 6M | +34.0% | +157.2% | -123.3% | +21.8% |
| YTD | +30.7% | +388.2% | -357.5% | +12.1% |
| 1Y | +39.2% | +467.0% | -427.8% | +17.3% |
| 3Y | +120.4% | +36.1% | +84.3% | +101.6% |
| 5Y | +148.8% | -68.0% | +216.8% | +137.8% |
| All | +524.0% | +554.4% | -30.4% | +429.1% |
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