+44.2%
XLU vs MRNA
-67.9%
+112.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.4% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | -3.3% | +126.1% | -129.4% | -5.4% |
| 3M | -3.2% | +190.0% | -193.2% | -6.3% |
| 6M | -7.0% | +157.2% | -164.2% | -9.7% |
| YTD | +0.6% | +388.2% | -387.6% | -5.0% |
| 1Y | +2.4% | +467.0% | -464.6% | -4.1% |
| 3Y | +46.3% | +36.1% | +10.2% | +42.7% |
| All | +44.2% | -67.9% | +112.1% | +39.4% |
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