+5,968.0%
VRTX vs MLM
+2,961.7%
+3,006.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.5% |
| 7D | +0.8% | -2.9% | +3.7% | +1.8% |
| 30D | +12.6% | -6.8% | +19.5% | +15.3% |
| 3M | +23.6% | -11.2% | +34.9% | +28.2% |
| 6M | +14.3% | -21.8% | +36.1% | +23.6% |
| YTD | +20.5% | -17.0% | +37.4% | +27.2% |
| 1Y | +37.6% | -16.4% | +54.0% | +44.7% |
| 3Y | +55.5% | +14.5% | +41.1% | +44.4% |
| 5Y | +175.7% | +41.7% | +134.0% | +132.0% |
| 10Y | +474.2% | +200.0% | +274.2% | +235.1% |
| All | +5,968.0% | +2,961.7% | +3,006.3% | +1,298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling