-12.3%
VRSK vs MLM
+18.2%
-30.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +3.6% | -2.9% | +6.4% | +3.7% |
| 30D | +14.9% | +10.4% | +4.4% | +13.7% |
| 3M | +12.9% | -3.7% | +16.6% | +13.1% |
| 6M | +19.3% | -10.3% | +29.6% | +20.1% |
| YTD | -8.1% | -14.8% | +6.7% | -7.8% |
| 1Y | -3.2% | -13.9% | +10.7% | -3.2% |
| 3Y | -12.3% | +18.4% | -30.7% | -17.3% |
| All | -12.3% | +18.2% | -30.5% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling