+17.6%
MCD vs VRSK
-11.8%
+29.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.2% | -5.2% | +3.9% | -0.1% |
| 30D | -7.8% | -2.3% | -5.4% | -7.4% |
| 3M | -10.7% | -2.9% | -7.8% | -10.4% |
| 6M | -21.3% | -12.8% | -8.5% | -19.2% |
| YTD | -15.8% | -20.8% | +5.1% | -11.5% |
| 1Y | -16.0% | -33.2% | +17.2% | -7.5% |
| 3Y | -3.0% | -26.6% | +23.6% | +3.6% |
| All | +17.6% | -11.8% | +29.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling