+188.2%
VRTX vs MTZ
+89.4%
+98.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -1.6% | +5.0% | -6.5% | -1.8% |
| 30D | +8.0% | -6.0% | +14.1% | +8.2% |
| 3M | +4.3% | -36.1% | +40.4% | +7.0% |
| 6M | +18.9% | -56.9% | +75.8% | +25.1% |
| YTD | +18.8% | -15.9% | +34.7% | +18.2% |
| 1Y | +24.0% | -3.8% | +27.8% | +22.0% |
| 3Y | +42.1% | +272.3% | -230.1% | +22.2% |
| All | +188.2% | +89.4% | +98.8% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling