+3.0%
MCHP vs VEEV
-13.7%
+16.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | 0.0% | -4.6% | +4.7% | +1.5% |
| 30D | -6.0% | +8.6% | -14.7% | -9.1% |
| 3M | -19.7% | +62.4% | -82.1% | -33.0% |
| 6M | +14.0% | +40.3% | -26.2% | -0.8% |
| YTD | +18.4% | +17.5% | +0.9% | +10.4% |
| 1Y | +17.1% | -6.1% | +23.2% | +19.2% |
| 3Y | +0.7% | +16.7% | -16.0% | -9.6% |
| All | +3.0% | -13.7% | +16.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling