+679.9%
MPC vs VRSK
-10.8%
+690.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +3.2% | -5.4% | +8.6% | +3.6% |
| 30D | +25.0% | -1.8% | +26.8% | +25.1% |
| 3M | +55.2% | -2.2% | +57.4% | +54.8% |
| 6M | +86.4% | -14.9% | +101.3% | +87.3% |
| YTD | +148.5% | -20.0% | +168.5% | +151.0% |
| 1Y | +121.7% | -33.1% | +154.8% | +128.4% |
| 3Y | +172.9% | -25.6% | +198.5% | +177.1% |
| 5Y | +679.9% | -10.1% | +690.0% | +659.5% |
| All | +679.9% | -10.8% | +690.7% | +659.5% |
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