+285.6%
MRVL vs VRSK
-11.8%
+297.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +5.6% | -5.2% | +10.8% | +6.4% |
| 30D | +8.8% | -2.3% | +11.1% | +9.0% |
| 3M | -15.9% | -2.9% | -12.9% | -17.2% |
| 6M | +161.3% | -12.8% | +174.1% | +165.6% |
| YTD | +178.2% | -20.8% | +199.1% | +194.9% |
| 1Y | +255.3% | -33.2% | +288.5% | +308.8% |
| 3Y | +323.1% | -26.6% | +349.7% | +324.8% |
| All | +285.6% | -11.8% | +297.4% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling