+678.4%
VEEV vs MOD
+911.6%
-233.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.5% |
| 7D | -2.9% | -25.5% | +22.6% | -1.2% |
| 30D | +7.5% | -49.0% | +56.5% | +12.4% |
| 3M | +39.5% | -49.8% | +89.3% | +45.7% |
| 6M | +81.5% | -64.8% | +146.3% | +93.1% |
| YTD | +36.1% | -27.6% | +63.7% | +33.9% |
| 1Y | +4.3% | -35.2% | +39.5% | +3.4% |
| 3Y | +54.8% | +137.1% | -82.3% | +28.8% |
| 5Y | -4.7% | +760.3% | -765.0% | -32.7% |
| All | +678.4% | +911.6% | -233.2% | +479.4% |
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