+298.8%
MXL vs VRSK
+561.9%
-263.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +18.9% | -5.2% | +24.0% | +21.6% |
| 30D | +0.3% | -2.3% | +2.6% | +0.3% |
| 3M | -8.0% | -2.9% | -5.1% | -11.7% |
| 6M | +341.2% | -12.8% | +354.0% | +345.3% |
| YTD | +327.8% | -20.8% | +348.6% | +351.0% |
| 1Y | +364.9% | -33.2% | +398.1% | +436.0% |
| 3Y | +229.2% | -26.6% | +255.8% | +234.9% |
| 5Y | +42.8% | -11.3% | +54.1% | +26.8% |
| 10Y | +303.1% | +126.1% | +177.0% | +98.7% |
| All | +298.8% | +561.9% | -263.1% | -3.2% |
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