+10,822.4%
VRTX vs MTCH
+14,607.1%
-3,784.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +12.6% | +9.7% | +2.9% | +10.7% |
| 3M | +23.6% | +21.1% | +2.6% | +19.0% |
| 6M | +14.3% | +37.5% | -23.2% | +7.3% |
| YTD | +20.5% | +31.9% | -11.5% | +13.8% |
| 1Y | +37.6% | +14.6% | +23.0% | +33.1% |
| 3Y | +55.5% | -6.2% | +61.7% | +51.7% |
| 5Y | +175.7% | -70.6% | +246.3% | +218.8% |
| 10Y | +474.2% | +185.6% | +288.6% | +287.7% |
| All | +10,822.4% | +14,607.1% | -3,784.8% | +5,068.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling