-37.3%
MP vs VRSK
-3.2%
-34.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +11.0% | -2.4% | +13.4% | +10.0% |
| 30D | -11.7% | +16.8% | -28.5% | -5.0% |
| 3M | -30.8% | +14.7% | -45.5% | -25.8% |
| 6M | -42.9% | +24.7% | -67.6% | -37.8% |
| YTD | -25.9% | -7.0% | -18.8% | -26.7% |
| 1Y | -37.3% | -2.1% | -35.2% | -38.6% |
| All | -37.3% | -3.2% | -34.1% | -38.6% |
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