+310.1%
VZ vs MAR
+2,498.9%
-2,188.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | -4.2% | +4.2% | +0.9% |
| 30D | +7.9% | -6.7% | +14.6% | +9.3% |
| 3M | +13.6% | -12.5% | +26.1% | +16.4% |
| 6M | +1.1% | +0.6% | +0.5% | +0.6% |
| YTD | +29.3% | +9.1% | +20.2% | +26.4% |
| 1Y | +21.2% | +26.2% | -5.0% | +15.0% |
| 3Y | +75.9% | +68.2% | +7.7% | +55.5% |
| 5Y | +24.1% | +163.9% | -139.8% | -2.2% |
| 10Y | +62.4% | +420.6% | -358.2% | +1.6% |
| All | +310.1% | +2,498.9% | -2,188.9% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling