+188.2%
VRTX vs MTCH
-70.4%
+258.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -1.6% | +6.7% | -8.2% | -2.2% |
| 30D | +8.0% | -1.8% | +9.9% | +8.2% |
| 3M | +4.3% | +12.2% | -7.9% | +2.9% |
| 6M | +18.9% | +16.6% | +2.3% | +16.7% |
| YTD | +18.8% | +31.8% | -13.0% | +15.0% |
| 1Y | +24.0% | +30.8% | -6.9% | +20.0% |
| 3Y | +42.1% | +49.6% | -7.5% | +34.0% |
| All | +188.2% | -70.4% | +258.6% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling