+533.9%
MTUM vs VEEV
+586.8%
-52.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +1.2% | -8.2% | +9.5% | +3.1% |
| 30D | -1.7% | +10.3% | -12.0% | -4.2% |
| 3M | -0.5% | +59.4% | -59.8% | -11.3% |
| 6M | +22.3% | +37.6% | -15.2% | +12.0% |
| YTD | +21.4% | +16.9% | +4.4% | +15.0% |
| 1Y | +20.0% | -5.0% | +25.0% | +19.2% |
| 3Y | +113.0% | +18.5% | +94.5% | +95.9% |
| 5Y | +77.3% | -13.8% | +91.1% | +70.5% |
| 10Y | +350.5% | +547.0% | -196.5% | +197.2% |
| All | +533.9% | +586.8% | -52.9% | +295.6% |
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