-33.2%
VRSK vs MDY
+14.6%
-47.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.4% |
| 7D | -5.2% | -1.9% | -3.3% | -5.6% |
| 30D | -2.3% | -4.6% | +2.3% | -3.5% |
| 3M | -2.9% | -1.2% | -1.7% | -3.2% |
| 6M | -12.8% | +9.2% | -22.0% | -11.9% |
| YTD | -20.8% | +13.1% | -33.9% | -20.1% |
| 1Y | -33.2% | +13.0% | -46.2% | -33.1% |
| All | -33.2% | +14.6% | -47.8% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling