+166.4%
MTZ vs VRSK
-25.7%
+192.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -1.9% |
| 7D | +2.3% | -5.4% | +7.7% | +1.0% |
| 30D | -10.3% | -1.8% | -8.5% | -10.4% |
| 3M | -31.8% | -2.2% | -29.6% | -31.9% |
| 6M | -19.2% | -14.9% | -4.3% | -18.9% |
| YTD | +10.7% | -20.0% | +30.7% | +11.0% |
| 1Y | +37.5% | -33.1% | +70.7% | +40.7% |
| All | +166.4% | -25.7% | +192.2% | +142.8% |
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