+42.8%
XLP vs MRNA
+9.3%
+33.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.8% |
| 7D | +0.1% | +21.8% | -21.7% | -0.2% |
| 30D | +8.9% | +19.6% | -10.6% | +8.6% |
| 3M | +7.5% | +354.6% | -347.1% | +4.0% |
| 6M | +9.4% | +394.9% | -385.5% | +5.4% |
| YTD | +19.3% | +812.2% | -792.9% | +12.2% |
| 1Y | +21.7% | +996.2% | -974.4% | +13.7% |
| 3Y | +44.0% | +287.0% | -243.0% | +36.9% |
| 5Y | +42.8% | +13.6% | +29.2% | +37.4% |
| All | +42.8% | +9.3% | +33.5% | +37.4% |
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