+276.9%
MCD vs VEEV
+623.9%
-347.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -1.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -6.0% | +28.8% | -34.9% | -8.5% |
| 3M | -5.6% | +54.0% | -59.6% | -9.8% |
| 6M | -21.9% | +46.0% | -67.8% | -25.2% |
| YTD | -14.7% | +23.2% | -37.9% | -17.0% |
| 1Y | -17.3% | +1.9% | -19.1% | -18.1% |
| 3Y | -2.2% | +27.0% | -29.2% | -6.4% |
| 5Y | +20.3% | -13.4% | +33.7% | +17.8% |
| 10Y | +180.7% | +575.2% | -394.5% | +132.0% |
| All | +276.9% | +623.9% | -347.0% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling