+22.4%
XLP vs MRNA
+913.5%
-891.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +6.9% | +0.2% |
| 7D | +2.3% | +9.8% | -7.5% | +2.3% |
| 30D | +9.1% | +11.5% | -2.4% | +9.0% |
| 3M | +7.9% | +319.4% | -311.5% | +7.0% |
| 6M | +9.6% | +361.5% | -351.9% | +8.9% |
| YTD | +19.4% | +750.6% | -731.1% | +17.9% |
| 1Y | +22.4% | +913.0% | -890.7% | +19.7% |
| All | +22.4% | +913.5% | -891.1% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling