-19.9%
MP vs VRSK
-32.3%
+12.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.5% |
| 7D | -7.4% | -5.2% | -2.2% | -9.1% |
| 30D | -6.7% | -2.3% | -4.3% | -7.3% |
| 3M | -11.7% | -2.9% | -8.7% | -12.6% |
| 6M | -18.9% | -12.8% | -6.1% | -20.3% |
| YTD | 0.0% | -20.8% | +20.8% | -3.2% |
| 1Y | -19.9% | -33.2% | +13.4% | -34.4% |
| All | -19.9% | -32.3% | +12.5% | -34.4% |
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