+425.8%
VRTX vs MXL
+284.4%
+141.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -1.0% |
| 7D | -7.8% | +16.6% | -24.4% | -8.9% |
| 30D | -2.8% | +0.5% | -3.3% | -3.3% |
| 3M | +18.1% | -3.6% | +21.7% | +15.7% |
| 6M | +3.1% | +328.0% | -324.9% | -17.0% |
| YTD | +13.5% | +297.8% | -284.3% | -8.1% |
| 1Y | +32.4% | +339.4% | -307.0% | +5.3% |
| 3Y | +50.0% | +201.7% | -151.7% | +16.6% |
| 5Y | +172.9% | +32.8% | +140.1% | +128.0% |
| All | +425.8% | +284.4% | +141.4% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling