+657.9%
VEEV vs MOD
+822.6%
-164.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -2.5% | +16.1% | -18.6% | -3.6% |
| 30D | +0.3% | -38.5% | +38.8% | +3.4% |
| 3M | +25.2% | -46.8% | +72.0% | +30.2% |
| 6M | +89.7% | -61.6% | +151.3% | +100.6% |
| YTD | +35.5% | -20.5% | +56.0% | +32.4% |
| 1Y | +1.8% | -28.0% | +29.9% | +0.1% |
| 3Y | +83.2% | +134.9% | -51.7% | +52.9% |
| 5Y | -4.8% | +833.2% | -838.0% | -33.2% |
| All | +657.9% | +822.6% | -164.7% | +438.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling