-33.1%
VRSK vs MLM
-18.7%
-14.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.4% |
| 7D | -5.4% | -2.7% | -2.7% | -5.4% |
| 30D | -1.8% | -8.3% | +6.6% | -1.7% |
| 3M | -2.2% | -12.0% | +9.7% | -2.2% |
| 6M | -14.9% | -17.6% | +2.7% | -15.6% |
| YTD | -20.0% | -18.9% | -1.1% | -22.7% |
| 1Y | -33.1% | -17.6% | -15.5% | -35.8% |
| All | -33.1% | -18.7% | -14.4% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling