-18.2%
MDT vs VEEV
-13.7%
-4.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -3.4% | -4.6% | +1.2% | -2.8% |
| 30D | +0.2% | +8.6% | -8.4% | -1.1% |
| 3M | +14.3% | +62.4% | -48.2% | +7.0% |
| 6M | +4.0% | +40.3% | -36.3% | -1.1% |
| YTD | -3.7% | +17.5% | -21.2% | -6.4% |
| 1Y | -0.4% | -6.1% | +5.8% | -0.2% |
| 3Y | +23.3% | +16.7% | +6.6% | +17.8% |
| All | -18.2% | -13.7% | -4.5% | -18.7% |
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