+1,663.5%
MRVL vs VRSK
+585.1%
+1,078.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.9% |
| 7D | +8.7% | -7.7% | +16.4% | +12.0% |
| 30D | +6.9% | -2.8% | +9.7% | +7.8% |
| 3M | -10.1% | -3.7% | -6.4% | -11.5% |
| 6M | +143.4% | -12.8% | +156.2% | +146.5% |
| YTD | +167.5% | -21.0% | +188.4% | +182.8% |
| 1Y | +239.0% | -32.5% | +271.4% | +284.6% |
| 3Y | +311.0% | -26.5% | +337.5% | +326.4% |
| 5Y | +278.0% | -11.5% | +289.5% | +249.5% |
| 10Y | +1,883.8% | +125.7% | +1,758.1% | +1,062.7% |
| All | +1,663.5% | +585.1% | +1,078.4% | +513.9% |
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