+229.2%
MXL vs VEEV
+18.9%
+210.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.4% |
| 7D | +18.9% | -4.6% | +23.5% | +20.1% |
| 30D | +0.3% | +8.6% | -8.3% | -2.6% |
| 3M | -8.0% | +62.4% | -70.5% | -23.4% |
| 6M | +341.2% | +40.3% | +301.0% | +284.7% |
| YTD | +327.8% | +17.5% | +310.3% | +302.5% |
| 1Y | +364.9% | -6.1% | +371.0% | +384.6% |
| 3Y | +229.2% | +16.7% | +212.6% | +176.1% |
| All | +229.2% | +18.9% | +210.3% | +176.1% |
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