-10.8%
MDLN vs VRSK
-13.9%
+3.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | +3.7% | -3.1% | +6.8% | +4.2% |
| 30D | -0.2% | -1.6% | +1.4% | 0.0% |
| 3M | +6.2% | +3.5% | +2.7% | +6.3% |
| 6M | -14.7% | -13.4% | -1.3% | -14.7% |
| YTD | -12.9% | -16.5% | +3.6% | -15.0% |
| All | -10.8% | -13.9% | +3.2% | -12.1% |
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