+20.2%
VZ vs MAR
+155.0%
-134.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.1% | +4.3% | -2.2% | +2.0% |
| 30D | +1.4% | +16.8% | -15.4% | +0.8% |
| 3M | -1.3% | +16.0% | -17.3% | -1.8% |
| 6M | -0.5% | +16.5% | -17.0% | -1.1% |
| YTD | +19.6% | +35.0% | -15.4% | +18.1% |
| 1Y | +22.4% | +49.4% | -27.0% | +20.2% |
| 3Y | +55.9% | +124.1% | -68.2% | +48.5% |
| All | +20.2% | +155.0% | -134.8% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling