+4,277.4%
MU vs VZ
+66.4%
+4,211.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -15.2% | +2.4% | -17.6% | -15.3% |
| 30D | -29.5% | +11.2% | -40.7% | -30.0% |
| 3M | -15.8% | 0.0% | -15.8% | -15.9% |
| 6M | -2.9% | +1.3% | -4.2% | -3.3% |
| YTD | +154.2% | +21.3% | +133.0% | +144.3% |
| 1Y | +186.6% | +23.9% | +162.6% | +173.5% |
| 3Y | +871.5% | +57.7% | +813.8% | +734.8% |
| 5Y | +911.7% | +21.2% | +890.5% | +855.7% |
| 10Y | +4,277.4% | +70.6% | +4,206.8% | +3,515.1% |
| All | +4,277.4% | +66.4% | +4,211.0% | +3,515.1% |
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