-10.9%
MP vs VEEV
-4.9%
-6.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +9.5% | -0.7% | +10.2% | +9.7% |
| 30D | -3.0% | +1.4% | -4.4% | -3.6% |
| 3M | -30.4% | +19.4% | -49.7% | -35.1% |
| 6M | -39.2% | +93.6% | -132.8% | -53.2% |
| YTD | -23.3% | +35.1% | -58.4% | -32.7% |
| 1Y | -32.6% | +3.4% | -36.0% | -33.8% |
| 3Y | +159.3% | +81.4% | +77.9% | +83.8% |
| All | -10.9% | -4.9% | -6.0% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling