+148.3%
MMM vs VEEV
+623.9%
-475.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.6% |
| 7D | -3.3% | -0.6% | -2.7% | -3.3% |
| 30D | -7.0% | +28.8% | -35.9% | -10.2% |
| 3M | +10.8% | +54.0% | -43.2% | +4.3% |
| 6M | +5.8% | +46.0% | -40.2% | -0.2% |
| YTD | +6.8% | +23.2% | -16.5% | +3.0% |
| 1Y | +10.4% | +1.9% | +8.5% | +9.1% |
| 3Y | +104.7% | +27.0% | +77.7% | +93.8% |
| 5Y | +23.6% | -13.4% | +37.0% | +20.3% |
| 10Y | +54.1% | +575.2% | -521.1% | +15.0% |
| All | +148.3% | +623.9% | -475.6% | +78.9% |
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