+543.1%
VEEV vs MTCH
+208.0%
+335.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | -4.6% | +1.3% | -5.9% | -5.0% |
| 30D | +8.6% | +15.9% | -7.2% | +3.4% |
| 3M | +62.4% | +23.3% | +39.2% | +51.2% |
| 6M | +40.3% | +40.1% | +0.1% | +25.3% |
| YTD | +17.5% | +33.6% | -16.0% | +6.6% |
| 1Y | -6.1% | +14.1% | -20.2% | -10.8% |
| 3Y | +16.7% | +1.4% | +15.3% | +10.0% |
| 5Y | -13.3% | -73.1% | +59.8% | +19.0% |
| All | +543.1% | +208.0% | +335.1% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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