+557.4%
VRTX vs MLM
+185.4%
+372.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.3% |
| 7D | -2.1% | -4.1% | +2.0% | -1.1% |
| 30D | +8.2% | +8.2% | 0.0% | +6.0% |
| 3M | +13.0% | -3.6% | +16.6% | +13.9% |
| 6M | +27.9% | -15.6% | +43.5% | +33.0% |
| YTD | +20.7% | -16.4% | +37.1% | +25.5% |
| 1Y | +31.4% | -14.3% | +45.8% | +35.8% |
| 3Y | +41.8% | +19.3% | +22.5% | +33.3% |
| 5Y | +183.7% | +29.6% | +154.1% | +156.7% |
| All | +557.4% | +185.4% | +372.0% | +316.6% |
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