+1,308.2%
MU vs VRSK
-26.5%
+1,334.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.1% |
| 7D | -4.1% | -5.2% | +1.1% | -6.1% |
| 30D | +7.0% | -2.3% | +9.3% | +6.3% |
| 3M | -2.1% | -2.9% | +0.9% | -2.3% |
| 6M | +133.1% | -12.8% | +145.9% | +131.7% |
| YTD | +241.9% | -20.8% | +262.7% | +230.7% |
| 1Y | +548.8% | -33.2% | +582.0% | +521.4% |
| 3Y | +1,308.2% | -26.6% | +1,334.8% | +1,252.5% |
| All | +1,308.2% | -26.5% | +1,334.7% | +1,252.5% |
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