+44.0%
XLP vs MRNA
+275.0%
-231.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.8% |
| 7D | +0.1% | +21.8% | -21.7% | -0.1% |
| 30D | +8.9% | +19.6% | -10.6% | +8.7% |
| 3M | +7.5% | +354.6% | -347.1% | +5.3% |
| 6M | +9.4% | +394.9% | -385.5% | +6.9% |
| YTD | +19.3% | +812.2% | -792.9% | +14.3% |
| 1Y | +21.7% | +996.2% | -974.4% | +16.0% |
| 3Y | +44.0% | +287.0% | -243.0% | +37.6% |
| All | +44.0% | +275.0% | -231.0% | +37.6% |
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