-34.6%
MP vs VRSK
-8.8%
-25.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -4.9% |
| 7D | -12.5% | +4.2% | -16.8% | -10.9% |
| 30D | -23.3% | +21.2% | -44.5% | -16.8% |
| 3M | -24.4% | +2.9% | -27.2% | -23.0% |
| 6M | -45.8% | +11.3% | -57.1% | -43.3% |
| YTD | -28.9% | -10.8% | -18.1% | -30.0% |
| 1Y | -34.6% | -9.2% | -25.4% | -35.9% |
| All | -34.6% | -8.8% | -25.8% | -35.9% |
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