+3,101.0%
MPC vs VRSK
+468.6%
+2,632.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.3% |
| 7D | +5.4% | -3.1% | +8.6% | +6.7% |
| 30D | +31.0% | -1.6% | +32.5% | +31.2% |
| 3M | +46.0% | +3.5% | +42.5% | +42.4% |
| 6M | +77.3% | -13.4% | +90.7% | +85.1% |
| YTD | +141.9% | -16.5% | +158.4% | +154.5% |
| 1Y | +120.9% | -30.6% | +151.5% | +150.4% |
| 3Y | +182.7% | -21.9% | +204.6% | +194.6% |
| 5Y | +646.4% | -6.3% | +652.7% | +583.2% |
| 10Y | +1,138.7% | +133.1% | +1,005.6% | +562.0% |
| All | +3,101.0% | +468.6% | +2,632.4% | +896.7% |
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