+56.8%
VRTX vs MLM
+15.1%
+41.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.4% |
| 7D | +0.8% | -2.9% | +3.7% | +1.6% |
| 30D | +12.6% | -6.8% | +19.5% | +14.8% |
| 3M | +23.6% | -11.2% | +34.9% | +27.4% |
| 6M | +14.3% | -21.8% | +36.1% | +21.9% |
| YTD | +20.5% | -17.0% | +37.4% | +26.1% |
| 1Y | +37.6% | -16.4% | +54.0% | +43.6% |
| All | +56.8% | +15.1% | +41.7% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling