+124.0%
VRSK vs MDY
+177.2%
-53.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -5.2% | -1.9% | -3.3% | -4.2% |
| 30D | -2.3% | -4.6% | +2.3% | +0.2% |
| 3M | -2.9% | -1.2% | -1.7% | -2.5% |
| 6M | -12.8% | +9.2% | -22.0% | -17.7% |
| YTD | -20.8% | +13.1% | -33.9% | -26.9% |
| 1Y | -33.2% | +13.0% | -46.2% | -38.5% |
| 3Y | -26.6% | +49.2% | -75.8% | -44.5% |
| 5Y | -11.3% | +47.2% | -58.6% | -33.2% |
| All | +124.0% | +177.2% | -53.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling