+174.4%
MMM vs VEEV
+695.8%
-521.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +14.4% | +0.3% | +14.2% | +14.4% |
| 3M | +1.8% | +25.2% | -23.4% | -1.4% |
| 6M | +31.3% | +89.7% | -58.4% | +19.9% |
| YTD | +18.0% | +35.5% | -17.5% | +12.3% |
| 1Y | +10.9% | +1.8% | +9.0% | +9.7% |
| 3Y | +160.6% | +83.2% | +77.4% | +135.4% |
| 5Y | +44.5% | -4.8% | +49.3% | +38.9% |
| 10Y | +75.9% | +663.5% | -587.6% | +29.3% |
| All | +174.4% | +695.8% | -521.5% | +95.1% |
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 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