+16.7%
VEEV vs MCO
+42.6%
-25.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | -4.6% | -3.8% | -0.8% | -2.7% |
| 30D | +8.6% | -0.4% | +9.0% | +8.7% |
| 3M | +62.4% | +7.7% | +54.7% | +56.5% |
| 6M | +40.3% | +7.0% | +33.3% | +35.7% |
| YTD | +17.5% | -6.4% | +24.0% | +20.5% |
| 1Y | -6.1% | -7.6% | +1.5% | -3.4% |
| 3Y | +16.7% | +43.2% | -26.6% | +0.2% |
| All | +16.7% | +42.6% | -25.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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