+232.1%
MET vs VEEV
+586.3%
-354.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -0.8% | -7.1% | +6.3% | +0.4% |
| 30D | -1.4% | +11.1% | -12.5% | -3.4% |
| 3M | +12.5% | +55.5% | -43.0% | +4.0% |
| 6M | +37.1% | +33.4% | +3.7% | +29.5% |
| YTD | +23.8% | +16.8% | +7.0% | +19.2% |
| 1Y | +24.1% | -7.7% | +31.9% | +24.2% |
| 3Y | +65.2% | +18.4% | +46.8% | +56.0% |
| 5Y | +82.3% | -14.8% | +97.1% | +77.4% |
| 10Y | +241.6% | +546.5% | -304.9% | +120.7% |
| All | +232.1% | +586.3% | -354.2% | +102.2% |
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