+52.7%
MPC vs VRTX
+29.4%
+23.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.0% |
| 7D | -16.2% | -2.1% | -14.1% | -16.3% |
| 30D | -15.7% | +8.2% | -23.9% | -13.9% |
| 3M | +24.9% | +13.0% | +11.9% | +28.4% |
| 6M | +52.7% | +27.9% | +24.7% | +63.5% |
| All | +52.7% | +29.4% | +23.2% | +63.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling