+254.1%
MP vs VEEV
+31.5%
+222.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.7% |
| 7D | -10.5% | -2.9% | -7.6% | -9.7% |
| 30D | -23.5% | +7.5% | -31.1% | -25.6% |
| 3M | -25.4% | +39.5% | -64.9% | -34.6% |
| 6M | -51.3% | +81.5% | -132.8% | -62.0% |
| YTD | -29.9% | +36.1% | -66.0% | -39.3% |
| 1Y | -31.8% | +4.3% | -36.1% | -33.8% |
| 3Y | +127.0% | +54.8% | +72.1% | +73.2% |
| 5Y | -3.3% | -4.7% | +1.5% | -10.8% |
| All | +254.1% | +31.5% | +222.6% | +205.2% |
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