-10.9%
MP vs VRTX
+187.6%
-198.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +9.5% | -1.6% | +11.0% | +9.8% |
| 30D | -3.0% | +8.0% | -11.0% | -4.3% |
| 3M | -30.4% | +4.3% | -34.7% | -30.9% |
| 6M | -39.2% | +18.9% | -58.1% | -41.2% |
| YTD | -23.3% | +18.8% | -42.1% | -26.0% |
| 1Y | -32.6% | +24.0% | -56.6% | -35.7% |
| 3Y | +159.3% | +42.1% | +117.1% | +127.8% |
| All | -10.9% | +187.6% | -198.5% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling