-15.0%
MP vs VRTX
+37.4%
-52.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.3% |
| 7D | -2.9% | +0.8% | -3.7% | -2.8% |
| 30D | +13.8% | +12.6% | +1.2% | +14.9% |
| 3M | -16.7% | +23.6% | -40.3% | -15.2% |
| 6M | -11.5% | +14.3% | -25.8% | -10.0% |
| YTD | +7.9% | +20.5% | -12.5% | +11.6% |
| 1Y | -15.0% | +37.6% | -52.6% | -9.0% |
| All | -15.0% | +37.4% | -52.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling