+104.8%
MMM vs VEEV
+18.9%
+85.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.2% |
| 7D | -1.6% | -5.2% | +3.6% | -1.1% |
| 30D | -8.0% | +14.9% | -22.9% | -9.6% |
| 3M | +9.4% | +58.4% | -49.0% | +3.2% |
| 6M | +10.2% | +35.5% | -25.2% | +6.4% |
| YTD | +6.1% | +18.6% | -12.5% | +4.8% |
| 1Y | +10.8% | -6.3% | +17.1% | +14.4% |
| 3Y | +104.8% | +20.2% | +84.6% | +92.7% |
| All | +104.8% | +18.9% | +85.9% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling