+579.5%
VRSK vs MDY
+563.5%
+16.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -7.7% | -2.5% | -5.2% | -6.5% |
| 30D | -2.8% | -5.0% | +2.2% | -0.2% |
| 3M | -3.7% | +0.5% | -4.2% | -4.2% |
| 6M | -12.8% | +8.0% | -20.8% | -17.1% |
| YTD | -21.0% | +12.2% | -33.1% | -26.6% |
| 1Y | -32.5% | +14.0% | -46.5% | -38.0% |
| 3Y | -26.5% | +48.2% | -74.7% | -43.5% |
| 5Y | -11.5% | +46.1% | -57.6% | -32.0% |
| 10Y | +125.7% | +173.8% | -48.1% | +15.9% |
| All | +579.5% | +563.5% | +16.1% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling