+626.2%
MTZ vs VEEV
+623.9%
+2.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.8% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -11.1% | +28.8% | -39.9% | -16.1% |
| 3M | -36.7% | +54.0% | -90.7% | -43.1% |
| 6M | -21.9% | +46.0% | -67.9% | -29.6% |
| YTD | +9.1% | +23.2% | -14.1% | +2.1% |
| 1Y | +30.0% | +1.9% | +28.1% | +26.8% |
| 3Y | +138.5% | +27.0% | +111.4% | +116.1% |
| 5Y | +158.3% | -13.4% | +171.7% | +148.4% |
| 10Y | +700.8% | +575.2% | +125.5% | +309.6% |
| All | +626.2% | +623.9% | +2.3% | +228.8% |
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 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