+1,029.4%
MDB vs VRSK
+118.5%
+910.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.3% |
| 7D | -1.8% | -5.2% | +3.4% | +2.0% |
| 30D | -17.3% | -2.3% | -15.0% | -15.6% |
| 3M | +2.2% | -2.9% | +5.1% | +2.9% |
| 6M | +33.9% | -12.8% | +46.7% | +45.7% |
| YTD | -13.7% | -20.8% | +7.1% | +0.2% |
| 1Y | +9.1% | -33.2% | +42.3% | +42.8% |
| 3Y | -8.1% | -26.6% | +18.4% | +2.8% |
| 5Y | -25.9% | -11.3% | -14.6% | -29.5% |
| All | +1,029.4% | +118.5% | +910.9% | +497.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling