+21.4%
VZ vs MCD
+25.0%
-3.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.2% |
| 7D | +2.2% | +5.9% | -3.7% | +0.2% |
| 30D | +10.6% | +19.6% | -9.1% | +4.1% |
| 3M | -0.6% | +3.3% | -3.9% | -1.9% |
| 6M | +0.7% | +3.5% | -2.7% | -0.8% |
| YTD | +20.6% | -6.1% | +26.7% | +22.5% |
| 1Y | +22.7% | -3.7% | +26.4% | +23.5% |
| 3Y | +57.2% | +13.4% | +43.9% | +48.9% |
| 5Y | +21.4% | +25.2% | -3.8% | +9.7% |
| All | +21.4% | +25.0% | -3.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling