+84.8%
MRK vs VRSK
-30.3%
+115.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | +1.3% | -3.1% | +4.5% | +1.5% |
| 30D | +17.1% | -1.6% | +18.7% | +16.9% |
| 3M | +25.9% | +3.5% | +22.4% | +25.7% |
| 6M | +26.8% | -13.4% | +40.2% | +28.0% |
| YTD | +44.9% | -16.5% | +61.4% | +48.4% |
| 1Y | +84.8% | -30.6% | +115.4% | +101.1% |
| All | +84.8% | -30.3% | +115.1% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling