+26.9%
MMM vs VRSK
-11.8%
+38.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.1% | -5.2% | +3.0% | -1.0% |
| 30D | -9.8% | -2.3% | -7.5% | -9.5% |
| 3M | +4.9% | -2.9% | +7.9% | +5.0% |
| 6M | +7.3% | -12.8% | +20.1% | +10.2% |
| YTD | +4.5% | -20.8% | +25.3% | +10.4% |
| 1Y | +5.4% | -33.2% | +38.6% | +18.0% |
| 3Y | +98.6% | -26.6% | +125.2% | +113.3% |
| All | +26.9% | -11.8% | +38.7% | +20.2% |
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