+257.2%
XOM vs MRNA
-67.9%
+325.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.5% |
| 7D | +4.1% | -1.1% | +5.2% | +4.1% |
| 30D | +4.6% | +126.1% | -121.5% | +5.0% |
| 3M | +14.0% | +190.0% | -176.1% | +14.3% |
| 6M | +11.0% | +157.2% | -146.3% | +11.4% |
| YTD | +40.7% | +388.2% | -347.5% | +40.1% |
| 1Y | +52.3% | +467.0% | -414.7% | +51.3% |
| 3Y | +60.5% | +36.1% | +24.4% | +59.6% |
| All | +257.2% | -67.9% | +325.1% | +239.6% |
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 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