+612.7%
MCD vs VRSK
+583.6%
+29.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.6% | +1.8% |
| 7D | -2.0% | -9.7% | +7.7% | +1.2% |
| 30D | -6.1% | -8.5% | +2.4% | -3.7% |
| 3M | -7.3% | -1.7% | -5.6% | -7.2% |
| 6M | -20.9% | -17.9% | -3.1% | -16.6% |
| YTD | -14.7% | -21.1% | +6.5% | -9.2% |
| 1Y | -16.1% | -35.1% | +19.0% | -4.8% |
| 3Y | -1.5% | -26.7% | +25.2% | +6.0% |
| 5Y | +20.4% | -12.0% | +32.5% | +19.5% |
| 10Y | +180.0% | +122.9% | +57.1% | +109.8% |
| All | +612.7% | +583.6% | +29.0% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling