+52.6%
MMM vs VEEV
+552.2%
-499.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.6% |
| 7D | -2.6% | -7.1% | +4.5% | -1.5% |
| 30D | -9.3% | +11.1% | -20.4% | -11.0% |
| 3M | +5.6% | +55.5% | -50.0% | -1.8% |
| 6M | +9.5% | +33.4% | -23.9% | +3.8% |
| YTD | +4.1% | +16.8% | -12.7% | +0.7% |
| 1Y | +9.4% | -7.7% | +17.1% | +9.8% |
| 3Y | +101.0% | +18.4% | +82.6% | +90.4% |
| 5Y | +26.1% | -14.8% | +40.9% | +22.9% |
| All | +52.6% | +552.2% | -499.6% | +2.0% |
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