+297.0%
MXL vs VRSK
-8.8%
+305.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.4% | -11.6% | -10.7% |
| 7D | -24.3% | +4.2% | -28.6% | -21.1% |
| 30D | -46.1% | +21.2% | -67.3% | -35.7% |
| 3M | -21.8% | +2.9% | -24.7% | -14.5% |
| 6M | -27.2% | +11.3% | -38.6% | -17.7% |
| YTD | +226.2% | -10.8% | +237.0% | +237.9% |
| 1Y | +297.0% | -9.2% | +306.2% | +327.3% |
| All | +297.0% | -8.8% | +305.8% | +327.3% |
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 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