+126.7%
MDT vs VEEV
+586.3%
-459.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.3% | -7.1% | +6.8% | +0.7% |
| 30D | +2.8% | +11.1% | -8.4% | +0.9% |
| 3M | +13.1% | +55.5% | -42.4% | +5.7% |
| 6M | +2.3% | +33.4% | -31.0% | -2.6% |
| YTD | -2.7% | +16.8% | -19.5% | -5.8% |
| 1Y | +0.9% | -7.7% | +8.6% | +0.9% |
| 3Y | +26.8% | +18.4% | +8.4% | +20.4% |
| 5Y | -19.5% | -14.8% | -4.6% | -21.5% |
| 10Y | +40.6% | +546.5% | -505.9% | +0.5% |
| All | +126.7% | +586.3% | -459.6% | +55.7% |
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 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