+445.3%
MP vs VRSK
+17.9%
+427.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.6% |
| 7D | -2.9% | -3.1% | +0.3% | -2.6% |
| 30D | +13.8% | -1.6% | +15.4% | +13.8% |
| 3M | -16.7% | +3.5% | -20.2% | -17.9% |
| 6M | -11.5% | -13.4% | +1.9% | -9.9% |
| YTD | +7.9% | -16.5% | +24.4% | +10.5% |
| 1Y | -15.0% | -30.6% | +15.5% | -9.1% |
| 3Y | +153.5% | -21.9% | +175.4% | +151.3% |
| 5Y | +58.7% | -6.3% | +64.9% | +41.6% |
| All | +445.3% | +17.9% | +427.4% | +380.1% |
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