+37.6%
VRTX vs MTZ
+30.9%
+6.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | +0.8% | -1.6% | +2.4% | +0.9% |
| 30D | +12.6% | -11.1% | +23.7% | +12.9% |
| 3M | +23.6% | -36.7% | +60.3% | +25.8% |
| 6M | +14.3% | -21.9% | +36.2% | +13.9% |
| YTD | +20.5% | +9.1% | +11.3% | +18.4% |
| 1Y | +37.6% | +30.0% | +7.6% | +39.8% |
| All | +37.6% | +30.9% | +6.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling