+31.8%
MCK vs VRSK
-30.3%
+62.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -1.1% |
| 7D | +1.7% | -3.1% | +4.9% | +2.2% |
| 30D | +3.6% | -1.6% | +5.2% | +3.8% |
| 3M | +20.1% | +3.5% | +16.6% | +19.8% |
| 6M | -7.0% | -13.4% | +6.3% | -6.5% |
| YTD | +11.0% | -16.5% | +27.5% | +13.1% |
| 1Y | +31.8% | -30.6% | +62.4% | +43.9% |
| All | +31.8% | -30.3% | +62.1% | +43.9% |
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