-10.1%
VRSK vs MLM
+40.7%
-50.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.9% |
| 7D | -5.4% | -2.7% | -2.7% | -4.7% |
| 30D | -1.8% | -8.3% | +6.6% | +0.4% |
| 3M | -2.2% | -12.0% | +9.7% | +0.8% |
| 6M | -14.9% | -17.6% | +2.7% | -11.0% |
| YTD | -20.0% | -18.9% | -1.1% | -16.7% |
| 1Y | -33.1% | -17.6% | -15.5% | -30.8% |
| 3Y | -25.6% | +16.8% | -42.4% | -34.4% |
| 5Y | -10.1% | +41.0% | -51.1% | -27.6% |
| All | -10.1% | +40.7% | -50.9% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling