+287.6%
MP vs VRTX
+83.2%
+204.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +9.5% | -1.6% | +11.0% | +9.7% |
| 30D | -3.0% | +8.0% | -11.0% | -4.2% |
| 3M | -30.4% | +4.3% | -34.7% | -30.9% |
| 6M | -39.2% | +18.9% | -58.1% | -40.9% |
| YTD | -23.3% | +18.8% | -42.1% | -25.7% |
| 1Y | -32.6% | +24.0% | -56.6% | -35.3% |
| 3Y | +159.3% | +42.1% | +117.1% | +136.1% |
| 5Y | -16.4% | +187.6% | -204.0% | -33.7% |
| All | +287.6% | +83.2% | +204.4% | +211.5% |
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