+474.5%
VRTX vs MLM
+149.0%
+325.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.2% | -2.9% | +6.1% | +3.9% |
| 30D | +7.4% | +10.4% | -3.0% | +4.8% |
| 3M | +4.6% | -3.7% | +8.3% | +5.4% |
| 6M | +27.5% | -10.3% | +37.7% | +30.3% |
| YTD | +20.9% | -14.8% | +35.7% | +24.8% |
| 1Y | +30.1% | -13.9% | +44.0% | +34.0% |
| 3Y | +46.6% | +18.4% | +28.3% | +38.6% |
| 5Y | +191.6% | +31.8% | +159.8% | +164.2% |
| 10Y | +474.5% | +143.4% | +331.1% | +321.8% |
| All | +474.5% | +149.0% | +325.6% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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