+173.4%
MPC vs VEEV
+24.3%
+149.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | +31.0% | +28.8% | +2.1% | +28.4% |
| 3M | +46.0% | +54.0% | -8.0% | +41.1% |
| 6M | +77.3% | +46.0% | +31.4% | +71.5% |
| YTD | +141.9% | +23.2% | +118.7% | +136.4% |
| 1Y | +120.9% | +1.9% | +119.1% | +119.7% |
| All | +173.4% | +24.3% | +149.2% | +152.0% |
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