+715.8%
MXL vs VEEV
+586.8%
+129.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +16.6% | -8.2% | +24.9% | +20.1% |
| 30D | +0.5% | +10.3% | -9.9% | -4.4% |
| 3M | -3.6% | +59.4% | -63.0% | -22.8% |
| 6M | +328.0% | +37.6% | +290.4% | +259.9% |
| YTD | +297.8% | +16.9% | +280.9% | +255.5% |
| 1Y | +339.4% | -5.0% | +344.4% | +326.1% |
| 3Y | +201.7% | +18.5% | +183.3% | +160.6% |
| 5Y | +32.8% | -13.8% | +46.6% | +26.1% |
| 10Y | +274.8% | +547.0% | -272.1% | +93.6% |
| All | +715.8% | +586.8% | +129.0% | +277.4% |
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 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