+123.5%
VRSK vs MLM
+209.3%
-85.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.7% | -1.3% | -6.5% | -7.4% |
| 30D | -2.8% | -9.1% | +6.3% | -0.5% |
| 3M | -3.7% | -9.0% | +5.3% | -1.6% |
| 6M | -12.8% | -17.0% | +4.3% | -9.1% |
| YTD | -21.0% | -19.0% | -2.0% | -17.6% |
| 1Y | -32.5% | -18.1% | -14.4% | -29.9% |
| 3Y | -26.5% | +16.7% | -43.2% | -32.3% |
| 5Y | -11.5% | +40.2% | -51.7% | -23.7% |
| All | +123.5% | +209.3% | -85.8% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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