+7.0%
VRTX vs MDB
-12.7%
+19.7%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | 0.0% | +11.6% | -11.5% | +0.1% |
| 30D | +11.8% | -8.9% | +20.8% | +11.8% |
| All | +7.0% | -12.7% | +19.7% | +7.0% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling