+153.3%
MP vs VEEV
+27.6%
+125.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +13.8% | +28.8% | -15.0% | +8.6% |
| 3M | -16.7% | +54.0% | -70.7% | -23.4% |
| 6M | -11.5% | +46.0% | -57.4% | -17.8% |
| YTD | +7.9% | +23.2% | -15.3% | +4.4% |
| 1Y | -15.0% | +1.9% | -16.9% | -13.5% |
| All | +153.3% | +27.6% | +125.6% | +104.7% |
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