+181.3%
MCD vs VEEV
+538.1%
-356.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -2.9% | -7.1% | +4.2% | -2.0% |
| 30D | -6.7% | +11.1% | -17.9% | -8.1% |
| 3M | -9.6% | +55.5% | -65.1% | -14.6% |
| 6M | -22.3% | +33.4% | -55.7% | -25.5% |
| YTD | -15.4% | +16.8% | -32.3% | -17.7% |
| 1Y | -16.8% | -7.7% | -9.1% | -16.7% |
| 3Y | -2.4% | +18.4% | -20.8% | -6.9% |
| 5Y | +19.4% | -14.8% | +34.2% | +17.2% |
| 10Y | +181.3% | +546.5% | -365.2% | +113.8% |
| All | +181.3% | +538.1% | -356.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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