+31.3%
XLP vs MRNA
-68.5%
+99.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | -2.9% | -10.1% | +7.2% | -2.8% |
| 30D | -2.2% | +126.7% | -129.0% | -4.3% |
| 3M | -0.6% | +184.1% | -184.7% | -3.4% |
| 6M | -2.2% | +143.3% | -145.5% | -4.7% |
| YTD | +8.3% | +359.9% | -351.6% | +3.3% |
| 1Y | +5.7% | +454.2% | -448.5% | +0.1% |
| 3Y | +25.7% | +26.0% | -0.3% | +22.7% |
| 5Y | +31.3% | -70.3% | +101.5% | +27.3% |
| All | +31.3% | -68.5% | +99.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling