+166.4%
MTZ vs VEEV
-14.3%
+180.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.7% | +7.5% | +4.4% |
| 7D | +3.6% | -5.2% | +8.7% | +4.3% |
| 30D | -9.6% | +14.9% | -24.6% | -11.9% |
| 3M | -31.9% | +58.4% | -90.3% | -37.7% |
| 6M | -13.8% | +35.5% | -49.3% | -19.0% |
| YTD | +13.3% | +18.6% | -5.4% | +9.4% |
| 1Y | +39.3% | -6.3% | +45.6% | +42.0% |
| 3Y | +168.3% | +20.2% | +148.1% | +149.9% |
| 5Y | +166.4% | -13.8% | +180.2% | +161.4% |
| All | +166.4% | -14.3% | +180.7% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling