+453.7%
MP vs VEEV
+14.6%
+439.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.3% | +2.8% |
| 7D | +3.0% | -5.2% | +8.2% | +4.9% |
| 30D | +8.3% | +14.9% | -6.6% | +2.1% |
| 3M | -3.8% | +58.4% | -62.2% | -20.7% |
| 6M | -4.9% | +35.5% | -40.4% | -17.3% |
| YTD | +9.6% | +18.6% | -9.0% | -0.1% |
| 1Y | -11.7% | -6.3% | -5.4% | -11.5% |
| 3Y | +158.5% | +20.2% | +138.3% | +119.4% |
| 5Y | +68.9% | -13.8% | +82.7% | +61.3% |
| All | +453.7% | +14.6% | +439.1% | +402.4% |
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