-2.8%
MCD vs VRSK
-26.6%
+23.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -2.5% | -7.7% | +5.2% | -0.9% |
| 30D | -7.0% | -2.8% | -4.2% | -6.6% |
| 3M | -9.8% | -3.7% | -6.1% | -9.4% |
| 6M | -21.8% | -12.8% | -9.0% | -19.9% |
| YTD | -15.6% | -21.0% | +5.4% | -11.4% |
| 1Y | -15.2% | -32.5% | +17.3% | -6.7% |
| All | -2.8% | -26.6% | +23.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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