+5,927.8%
VRTX vs MLM
+3,039.4%
+2,888.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | +0.6% |
| 7D | +0.5% | -1.2% | +1.7% | +0.9% |
| 30D | +8.0% | +7.9% | +0.1% | +5.1% |
| 3M | +11.9% | -4.5% | +16.4% | +13.4% |
| 6M | +27.8% | -12.6% | +40.5% | +33.0% |
| YTD | +19.7% | -14.9% | +34.5% | +25.1% |
| 1Y | +30.1% | -13.1% | +43.2% | +35.0% |
| 3Y | +44.2% | +21.2% | +23.0% | +31.4% |
| 5Y | +181.3% | +32.0% | +149.3% | +143.1% |
| 10Y | +587.1% | +195.3% | +391.7% | +303.7% |
| All | +5,927.8% | +3,039.4% | +2,888.4% | +1,275.0% |
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