+1,017.5%
MDB vs VEEV
+343.3%
+674.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +2.0% |
| 7D | -4.5% | -7.1% | +2.6% | +1.7% |
| 30D | -14.0% | +11.1% | -25.1% | -22.0% |
| 3M | +5.3% | +55.5% | -50.2% | -29.0% |
| 6M | +31.9% | +33.4% | -1.5% | +1.9% |
| YTD | -14.6% | +16.8% | -31.4% | -26.3% |
| 1Y | +8.2% | -7.7% | +16.0% | +12.5% |
| 3Y | -5.0% | +18.4% | -23.4% | -27.7% |
| 5Y | -24.5% | -14.8% | -9.7% | -20.4% |
| All | +1,017.5% | +343.3% | +674.2% | +282.8% |
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