+37.0%
MDT vs VRSK
+126.1%
-89.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.4% | -5.2% | +1.8% | -1.5% |
| 30D | +0.2% | -2.3% | +2.5% | +0.9% |
| 3M | +14.3% | -2.9% | +17.2% | +14.9% |
| 6M | +4.0% | -12.8% | +16.8% | +8.3% |
| YTD | -3.7% | -20.8% | +17.1% | +3.9% |
| 1Y | -0.4% | -33.2% | +32.9% | +15.4% |
| 3Y | +23.3% | -26.6% | +49.9% | +33.8% |
| 5Y | -18.9% | -11.3% | -7.5% | -21.6% |
| All | +37.0% | +126.1% | -89.1% | -13.4% |
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