+479.2%
MTZ vs VEEV
+702.0%
-222.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +12.9% | -1.9% | +14.8% | +13.3% |
| 30D | -8.5% | +3.0% | -11.6% | -9.3% |
| 3M | -30.6% | +28.8% | -59.4% | -34.7% |
| 6M | -55.1% | +91.3% | -146.4% | -61.8% |
| YTD | -13.0% | +36.5% | -49.5% | -20.6% |
| 1Y | -4.3% | +1.9% | -6.2% | -6.4% |
| 3Y | +284.0% | +84.6% | +199.4% | +218.4% |
| 5Y | +97.7% | -2.6% | +100.3% | +84.9% |
| 10Y | +444.4% | +669.4% | -225.0% | +169.8% |
| All | +479.2% | +702.0% | -222.8% | +155.7% |
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