-19.3%
MP vs VRSK
-0.1%
-19.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +11.0% | -2.4% | +13.4% | +11.1% |
| 30D | -11.7% | +16.8% | -28.5% | -12.9% |
| 3M | -30.8% | +14.7% | -45.5% | -31.7% |
| 6M | -42.9% | +24.7% | -67.6% | -45.5% |
| YTD | -25.9% | -7.0% | -18.8% | -24.2% |
| 1Y | -37.3% | -2.1% | -35.2% | -37.0% |
| 3Y | +150.7% | -11.4% | +162.0% | +138.5% |
| 5Y | -19.3% | -1.2% | -18.1% | -30.5% |
| All | -19.3% | -0.1% | -19.2% | -30.5% |
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