+253.2%
VRTX vs MDB
+1,017.4%
-764.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.7% |
| 7D | +0.8% | -17.4% | +18.3% | +2.6% |
| 30D | +12.6% | -2.0% | +14.7% | +12.5% |
| 3M | +23.6% | -3.0% | +26.6% | +23.2% |
| 6M | +14.3% | +48.7% | -34.4% | +8.0% |
| YTD | +20.5% | -12.1% | +32.6% | +19.8% |
| 1Y | +37.6% | +14.5% | +23.1% | +32.5% |
| 3Y | +55.5% | -6.1% | +61.7% | +47.2% |
| 5Y | +175.7% | -27.3% | +203.1% | +152.9% |
| All | +253.2% | +1,017.4% | -764.1% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling