+4,407.5%
MU vs VZ
+70.7%
+4,336.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +12.8% | +1.5% | +11.3% | +12.7% |
| 30D | -14.9% | +4.4% | -19.2% | -15.1% |
| 3M | -18.0% | -2.4% | -15.7% | -18.0% |
| 6M | -3.1% | +1.4% | -4.5% | -3.5% |
| YTD | +172.9% | +21.4% | +151.5% | +162.2% |
| 1Y | +228.8% | +20.3% | +208.6% | +216.1% |
| 3Y | +950.8% | +57.4% | +893.5% | +803.9% |
| 5Y | +931.3% | +21.9% | +909.3% | +871.9% |
| All | +4,407.5% | +70.7% | +4,336.8% | +3,530.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling