+107.1%
XLP vs MRNA
+1,030.4%
-923.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.5% |
| 7D | -0.5% | -3.8% | +3.2% | -0.5% |
| 30D | +8.3% | +16.4% | -8.0% | +8.0% |
| 3M | +8.7% | +310.6% | -301.9% | +4.8% |
| 6M | +11.2% | +370.3% | -359.1% | +6.7% |
| YTD | +20.0% | +743.3% | -723.3% | +13.1% |
| 1Y | +21.3% | +841.7% | -820.3% | +13.9% |
| 3Y | +43.8% | +255.0% | -211.2% | +37.0% |
| 5Y | +43.3% | +10.1% | +33.2% | +38.9% |
| All | +107.1% | +1,030.4% | -923.3% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling