+579.5%
VRSK vs MKC
+329.6%
+250.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -7.7% | -2.8% | -4.9% | -6.7% |
| 30D | -2.8% | -3.4% | +0.6% | -1.6% |
| 3M | -3.7% | +3.8% | -7.5% | -5.2% |
| 6M | -12.8% | -17.9% | +5.2% | -6.6% |
| YTD | -21.0% | -23.6% | +2.7% | -13.5% |
| 1Y | -32.5% | -23.1% | -9.4% | -26.4% |
| 3Y | -26.5% | -31.5% | +5.0% | -17.4% |
| 5Y | -11.5% | -33.1% | +21.6% | -1.2% |
| 10Y | +125.7% | +29.3% | +96.4% | +88.2% |
| All | +579.5% | +329.6% | +250.0% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling