+45.4%
MRK vs VRSK
-26.5%
+71.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -5.2% | +0.9% | -3.6% |
| 30D | +8.3% | -2.3% | +10.6% | +8.6% |
| 3M | +20.0% | -2.9% | +23.0% | +20.2% |
| 6M | +25.7% | -12.8% | +38.5% | +27.9% |
| YTD | +38.7% | -20.8% | +59.6% | +43.9% |
| 1Y | +74.7% | -33.2% | +107.9% | +88.4% |
| 3Y | +45.4% | -26.6% | +71.9% | +54.8% |
| All | +45.4% | -26.5% | +71.8% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling