+76.3%
MMM vs VEEV
+656.9%
-580.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +12.1% | +1.4% | +10.7% | +11.9% |
| 3M | +1.4% | +19.4% | -17.9% | -1.5% |
| 6M | +26.6% | +93.6% | -67.0% | +13.6% |
| YTD | +16.8% | +35.1% | -18.3% | +10.5% |
| 1Y | +10.1% | +3.4% | +6.7% | +8.8% |
| 3Y | +158.4% | +81.4% | +77.0% | +129.4% |
| 5Y | +43.1% | -5.1% | +48.2% | +37.2% |
| All | +76.3% | +656.9% | -580.5% | +20.1% |
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