+254.1%
MP vs VRTX
+86.1%
+168.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.8% |
| 7D | -10.5% | -2.1% | -8.4% | -10.2% |
| 30D | -23.5% | +8.2% | -31.7% | -24.5% |
| 3M | -25.4% | +13.0% | -38.5% | -26.8% |
| 6M | -51.3% | +27.9% | -79.2% | -53.2% |
| YTD | -29.9% | +20.7% | -50.6% | -32.2% |
| 1Y | -31.8% | +31.4% | -63.3% | -35.2% |
| 3Y | +127.0% | +41.8% | +85.2% | +107.0% |
| 5Y | -3.3% | +183.7% | -187.0% | -23.2% |
| All | +254.1% | +86.1% | +168.0% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling