+199.5%
MCHP vs VEEV
+556.2%
-356.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | 0.0% | -4.6% | +4.7% | +1.8% |
| 30D | -6.0% | +8.6% | -14.7% | -9.7% |
| 3M | -19.7% | +62.4% | -82.1% | -35.1% |
| 6M | +14.0% | +40.3% | -26.2% | -3.7% |
| YTD | +18.4% | +17.5% | +0.9% | +7.3% |
| 1Y | +17.1% | -6.1% | +23.2% | +16.2% |
| 3Y | +0.7% | +16.7% | -16.0% | -12.1% |
| 5Y | +5.1% | -13.3% | +18.4% | +0.1% |
| All | +199.5% | +556.2% | -356.7% | +20.8% |
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