+256.3%
VRTX vs MDB
+892.0%
-635.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -4.0% | +0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | +8.0% | -15.2% | +23.2% | +9.5% |
| 3M | +11.0% | -17.9% | +29.0% | +12.3% |
| 6M | +28.2% | +9.3% | +18.8% | +24.8% |
| YTD | +21.5% | -22.0% | +43.5% | +21.6% |
| 1Y | +34.5% | -9.3% | +43.9% | +32.1% |
| 3Y | +49.5% | -10.4% | +59.8% | +41.4% |
| 5Y | +188.3% | -43.2% | +231.5% | +172.7% |
| All | +256.3% | +892.0% | -635.7% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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