+1,010.1%
MDB vs VRSK
+117.7%
+892.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.1% | +0.6% |
| 7D | -18.0% | -9.7% | -8.3% | -11.3% |
| 30D | -10.7% | -8.5% | -2.2% | -4.7% |
| 3M | +1.0% | -1.7% | +2.7% | +0.7% |
| 6M | +31.6% | -17.9% | +49.5% | +49.9% |
| YTD | -15.2% | -21.1% | +6.0% | -1.2% |
| 1Y | +10.1% | -35.1% | +45.3% | +47.6% |
| 3Y | -5.6% | -26.7% | +21.0% | +5.7% |
| 5Y | -24.5% | -12.0% | -12.5% | -27.7% |
| All | +1,010.1% | +117.7% | +892.4% | +489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling