+445.3%
MP vs VEEV
+19.1%
+426.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.5% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +13.8% | +28.8% | -15.0% | +3.1% |
| 3M | -16.7% | +54.0% | -70.7% | -30.3% |
| 6M | -11.5% | +46.0% | -57.4% | -25.3% |
| YTD | +7.9% | +23.2% | -15.3% | -2.9% |
| 1Y | -15.0% | +1.9% | -16.9% | -17.7% |
| 3Y | +153.5% | +27.0% | +126.5% | +110.6% |
| 5Y | +58.7% | -13.4% | +72.1% | +51.6% |
| All | +445.3% | +19.1% | +426.2% | +388.5% |
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