+1,120.5%
MPC vs VRSK
+125.6%
+994.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +1.2% | -7.7% | +8.9% | +3.8% |
| 30D | +17.0% | -2.8% | +19.8% | +17.7% |
| 3M | +49.5% | -3.7% | +53.2% | +49.7% |
| 6M | +83.5% | -12.8% | +96.3% | +89.5% |
| YTD | +144.1% | -21.0% | +165.1% | +159.8% |
| 1Y | +119.6% | -32.5% | +152.1% | +147.2% |
| 3Y | +168.1% | -26.5% | +194.6% | +183.4% |
| 5Y | +671.3% | -11.5% | +682.8% | +620.7% |
| All | +1,120.5% | +125.6% | +994.9% | +588.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling