+727.4%
MRK vs VRSK
+585.1%
+142.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -5.0% | -7.7% | +2.7% | -3.0% |
| 30D | +11.0% | -2.8% | +13.8% | +11.8% |
| 3M | +22.4% | -3.7% | +26.1% | +23.1% |
| 6M | +25.4% | -12.8% | +38.2% | +28.9% |
| YTD | +39.5% | -21.0% | +60.5% | +46.8% |
| 1Y | +78.0% | -32.5% | +110.4% | +95.8% |
| 3Y | +45.5% | -26.5% | +72.1% | +54.4% |
| 5Y | +130.3% | -11.5% | +141.8% | +126.8% |
| 10Y | +229.8% | +125.7% | +104.1% | +142.7% |
| All | +727.4% | +585.1% | +142.3% | +386.9% |
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