+78.8%
VZ vs MCD
-2.2%
+80.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +0.1% | -2.8% | +2.9% | +1.0% |
| 30D | +7.9% | -6.0% | +13.9% | +10.0% |
| 3M | +13.6% | -5.6% | +19.2% | +15.5% |
| 6M | +1.1% | -21.9% | +22.9% | +9.2% |
| YTD | +29.3% | -14.7% | +44.0% | +35.6% |
| 1Y | +21.2% | -17.3% | +38.5% | +28.3% |
| All | +78.8% | -2.2% | +80.9% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 3y: compounded portfolio wealth divided by compounded MCD 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…
3y analysis · Full analysis span regression · 6 months rolling