+323.1%
MRVL vs VRSK
-26.5%
+349.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.1% |
| 7D | +5.6% | -5.2% | +10.8% | +3.8% |
| 30D | +8.8% | -2.3% | +11.1% | +8.1% |
| 3M | -15.9% | -2.9% | -12.9% | -16.2% |
| 6M | +161.3% | -12.8% | +174.1% | +161.6% |
| YTD | +178.2% | -20.8% | +199.1% | +179.1% |
| 1Y | +255.3% | -33.2% | +288.5% | +260.0% |
| 3Y | +323.1% | -26.6% | +349.7% | +316.2% |
| All | +323.1% | -26.5% | +349.6% | +316.2% |
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