+351.7%
MMM vs VRSK
+583.6%
-232.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +1.3% |
| 7D | -1.6% | -9.7% | +8.1% | +1.8% |
| 30D | -8.0% | -8.5% | +0.5% | -5.4% |
| 3M | +9.4% | -1.7% | +11.0% | +9.1% |
| 6M | +10.2% | -17.9% | +28.1% | +16.5% |
| YTD | +6.1% | -21.1% | +27.2% | +13.1% |
| 1Y | +10.8% | -35.1% | +45.9% | +26.9% |
| 3Y | +104.8% | -26.7% | +131.5% | +120.8% |
| 5Y | +27.0% | -12.0% | +39.1% | +25.1% |
| 10Y | +53.8% | +122.9% | -69.1% | +4.5% |
| All | +351.7% | +583.6% | -232.0% | +110.0% |
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