-11.1%
VRSK vs MTB
+104.1%
-115.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -2.3% | -4.8% | +2.5% | -1.7% |
| 3M | -2.9% | +6.0% | -8.9% | -3.6% |
| 6M | -12.8% | +19.6% | -32.4% | -14.9% |
| YTD | -20.8% | +21.5% | -42.3% | -23.0% |
| 1Y | -33.2% | +24.7% | -57.9% | -35.4% |
| 3Y | -26.6% | +108.6% | -135.2% | -35.0% |
| All | -11.1% | +104.1% | -115.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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