+1,166.2%
MPC vs VEEV
+659.1%
+507.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | +9.4% | -2.5% | +11.9% | +9.8% |
| 30D | -13.4% | +0.3% | -13.7% | -13.5% |
| 3M | +18.9% | +25.2% | -6.3% | +14.6% |
| 6M | +64.9% | +89.7% | -24.8% | +49.1% |
| YTD | +156.8% | +35.5% | +121.3% | +142.7% |
| 1Y | +113.2% | +1.8% | +111.3% | +110.5% |
| 3Y | +201.8% | +83.2% | +118.6% | +166.4% |
| 5Y | +601.4% | -4.8% | +606.2% | +576.5% |
| All | +1,166.2% | +659.1% | +507.2% | +696.4% |
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