+274.4%
MDT vs VRSK
+585.1%
-310.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.6% | -7.7% | +6.1% | +1.3% |
| 30D | +1.0% | -2.8% | +3.9% | +1.9% |
| 3M | +15.2% | -3.7% | +18.9% | +16.2% |
| 6M | +3.7% | -12.8% | +16.5% | +7.7% |
| YTD | -3.0% | -21.0% | +18.0% | +4.1% |
| 1Y | +2.5% | -32.5% | +34.9% | +16.5% |
| 3Y | +26.5% | -26.5% | +53.0% | +36.6% |
| 5Y | -18.3% | -11.5% | -6.8% | -19.8% |
| 10Y | +40.2% | +125.7% | -85.5% | -5.0% |
| All | +274.4% | +585.1% | -310.7% | +82.1% |
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 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