+50.1%
VRTX vs MTCH
-3.1%
+53.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -6.4% | -2.4% | -4.0% | -6.2% |
| 30D | -0.5% | +12.8% | -13.3% | -1.6% |
| 3M | +16.9% | +20.0% | -3.1% | +14.9% |
| 6M | +13.1% | +34.7% | -21.6% | +9.9% |
| YTD | +14.9% | +30.6% | -15.6% | +11.9% |
| 1Y | +31.4% | +10.9% | +20.5% | +29.3% |
| All | +50.1% | -3.1% | +53.2% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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