+114.4%
MTUM vs VEEV
+18.9%
+95.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +0.7% | -4.6% | +5.3% | +1.1% |
| 30D | -2.4% | +8.6% | -11.1% | -3.2% |
| 3M | -3.6% | +62.4% | -66.1% | -8.6% |
| 6M | +23.7% | +40.3% | -16.6% | +19.8% |
| YTD | +22.9% | +17.5% | +5.4% | +22.7% |
| 1Y | +21.8% | -6.1% | +27.9% | +26.6% |
| 3Y | +114.4% | +16.7% | +97.8% | +112.8% |
| All | +114.4% | +18.9% | +95.5% | +112.8% |
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