-22.9%
MDB vs VRSK
-11.9%
-11.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.1% |
| 7D | -2.8% | -7.7% | +5.0% | +2.6% |
| 30D | -14.9% | -2.8% | -12.0% | -12.9% |
| 3M | +7.3% | -3.7% | +11.1% | +8.6% |
| 6M | +38.2% | -12.8% | +51.0% | +49.3% |
| YTD | -10.9% | -21.0% | +10.1% | +2.8% |
| 1Y | +11.6% | -32.5% | +44.1% | +44.1% |
| 3Y | -0.9% | -26.5% | +25.6% | +4.7% |
| All | -22.9% | -11.9% | -11.0% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling