+918.2%
VZ vs MCD
+6,607.5%
-5,689.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +5.6% | +8.0% | -2.4% | +3.3% |
| 30D | +1.9% | +19.6% | -17.8% | -3.2% |
| 3M | +0.8% | +2.2% | -1.4% | 0.0% |
| 6M | +0.6% | -1.1% | +1.8% | +0.7% |
| YTD | +20.8% | -7.2% | +28.0% | +22.9% |
| 1Y | +23.9% | -6.7% | +30.6% | +25.9% |
| 3Y | +55.7% | +11.6% | +44.1% | +49.5% |
| 5Y | +21.5% | +22.6% | -1.1% | +13.1% |
| 10Y | +68.5% | +218.4% | -149.9% | +17.4% |
| All | +918.2% | +6,607.5% | -5,689.3% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling