+199.8%
MPC vs VEEV
+80.8%
+118.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +11.2% | -0.7% | +12.0% | +11.3% |
| 30D | -14.5% | +1.4% | -15.9% | -14.6% |
| 3M | +16.7% | +19.4% | -2.7% | +15.0% |
| 6M | +67.6% | +93.6% | -26.1% | +58.8% |
| YTD | +157.9% | +35.1% | +122.8% | +150.1% |
| 1Y | +116.7% | +3.4% | +113.3% | +116.2% |
| 3Y | +199.8% | +81.4% | +118.4% | +152.5% |
| All | +199.8% | +80.8% | +118.9% | +152.5% |
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 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