+9.1%
MDB vs VRSK
-32.3%
+41.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -1.8% | -5.2% | +3.4% | +0.1% |
| 30D | -17.3% | -2.3% | -15.0% | -16.1% |
| 3M | +2.2% | -2.9% | +5.1% | +2.7% |
| 6M | +33.9% | -12.8% | +46.7% | +34.7% |
| YTD | -13.7% | -20.8% | +7.1% | -12.4% |
| 1Y | +9.1% | -33.2% | +42.3% | +5.9% |
| All | +9.1% | -32.3% | +41.4% | +5.9% |
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