+698.1%
VRSK vs MLM
+575.5%
+122.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | +4.1% | -5.8% | +9.9% | +5.5% |
| 30D | +16.1% | +9.8% | +6.2% | +13.4% |
| 3M | +14.1% | -5.2% | +19.3% | +15.2% |
| 6M | +22.9% | -10.3% | +33.1% | +25.3% |
| YTD | -7.2% | -15.5% | +8.3% | -4.7% |
| 1Y | -3.4% | -15.0% | +11.7% | -0.9% |
| 3Y | -11.5% | +17.5% | -29.0% | -17.5% |
| 5Y | +0.2% | +30.5% | -30.4% | -10.2% |
| 10Y | +161.3% | +145.5% | +15.8% | +91.3% |
| All | +698.1% | +575.5% | +122.5% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling