-26.6%
VRSK vs MKC
-31.4%
+4.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.2% | -1.5% | -3.7% | -4.8% |
| 30D | -2.3% | -3.1% | +0.8% | -1.6% |
| 3M | -2.9% | +5.2% | -8.1% | -4.0% |
| 6M | -12.8% | -12.8% | 0.0% | -10.6% |
| YTD | -20.8% | -23.3% | +2.5% | -16.5% |
| 1Y | -33.2% | -24.1% | -9.1% | -29.5% |
| 3Y | -26.6% | -32.1% | +5.5% | -20.3% |
| All | -26.6% | -31.4% | +4.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling