+303.5%
MXL vs VRSK
-30.3%
+333.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.1% | +4.2% |
| 7D | +1.6% | -3.1% | +4.8% | +0.2% |
| 30D | -7.0% | -1.6% | -5.4% | -7.0% |
| 3M | -33.4% | +3.5% | -36.9% | -32.7% |
| 6M | +260.2% | -13.4% | +273.5% | +253.0% |
| YTD | +260.0% | -16.5% | +276.5% | +253.4% |
| 1Y | +303.5% | -30.6% | +334.0% | +301.7% |
| All | +303.5% | -30.3% | +333.7% | +301.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling