+27.5%
MCK vs VRSK
-2.2%
+29.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.6% | -0.9% |
| 7D | +9.3% | +10.9% | -1.6% | +7.4% |
| 30D | +16.3% | +28.0% | -11.7% | +11.7% |
| 3M | +22.3% | +12.3% | +10.0% | +19.6% |
| 6M | +34.1% | +17.8% | +16.3% | +30.4% |
| YTD | +31.1% | -4.7% | +35.8% | +28.2% |
| 1Y | +27.5% | -0.2% | +27.7% | +23.2% |
| All | +27.5% | -2.2% | +29.7% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling