+242.1%
VRTX vs MDB
+978.8%
-736.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.8% |
| 7D | -3.4% | -18.0% | +14.6% | -1.6% |
| 30D | +6.6% | -10.7% | +17.4% | +7.5% |
| 3M | +19.4% | +1.0% | +18.4% | +18.6% |
| 6M | +15.8% | +31.6% | -15.8% | +11.0% |
| YTD | +16.7% | -15.2% | +31.8% | +16.5% |
| 1Y | +33.8% | +10.1% | +23.7% | +29.4% |
| 3Y | +54.2% | -5.6% | +59.8% | +45.7% |
| 5Y | +176.4% | -24.5% | +200.9% | +151.2% |
| All | +242.1% | +978.8% | -736.7% | +75.0% |
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