+84.7%
XOP vs MRNA
+554.4%
-469.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | 0.0% |
| 7D | +2.6% | -1.1% | +3.7% | +2.6% |
| 30D | +9.6% | +126.1% | -116.5% | +5.2% |
| 3M | +20.4% | +190.0% | -169.7% | +13.9% |
| 6M | +19.9% | +157.2% | -137.3% | +13.9% |
| YTD | +56.4% | +388.2% | -331.8% | +43.4% |
| 1Y | +52.4% | +467.0% | -414.6% | +38.4% |
| 3Y | +39.9% | +36.1% | +3.8% | +32.5% |
| 5Y | +163.7% | -68.0% | +231.7% | +157.1% |
| All | +84.7% | +554.4% | -469.7% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling