+32.4%
VRTX vs MTZ
+31.7%
+0.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -1.1% |
| 7D | -7.8% | 0.0% | -7.7% | -7.8% |
| 30D | -2.8% | -14.8% | +12.0% | -2.3% |
| 3M | +18.1% | -30.8% | +48.9% | +19.2% |
| 6M | +3.1% | -22.6% | +25.7% | +2.4% |
| YTD | +13.5% | +6.8% | +6.7% | +10.1% |
| 1Y | +32.4% | +22.1% | +10.3% | +30.0% |
| All | +32.4% | +31.7% | +0.7% | +30.0% |
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