+65.5%
VZ vs MAR
+540.7%
-475.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +10.6% | +14.0% | -3.4% | +9.6% |
| 3M | -0.6% | +18.1% | -18.7% | -1.8% |
| 6M | +0.7% | +18.6% | -17.8% | -0.5% |
| YTD | +20.6% | +35.3% | -14.7% | +17.8% |
| 1Y | +22.7% | +44.5% | -21.7% | +19.3% |
| 3Y | +57.2% | +120.7% | -63.5% | +46.9% |
| 5Y | +21.4% | +164.1% | -142.7% | +10.8% |
| 10Y | +65.5% | +515.5% | -450.0% | +40.5% |
| All | +65.5% | +540.7% | -475.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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