+10.5%
MCD vs VEEV
+56.3%
-45.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.5% |
| 7D | +7.1% | -2.9% | +10.1% | +7.2% |
| 30D | +19.8% | +7.5% | +12.3% | +19.5% |
| 3M | +0.8% | +39.5% | -38.6% | -0.6% |
| 6M | -1.3% | +81.5% | -82.8% | -4.0% |
| YTD | -7.8% | +36.1% | -43.8% | -9.0% |
| 1Y | -5.0% | +4.3% | -9.3% | -4.9% |
| 3Y | +10.5% | +54.8% | -44.3% | +7.6% |
| All | +10.5% | +56.3% | -45.8% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling