+73.3%
VZ vs MCO
+451.2%
-377.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | +6.9% | +9.1% | -2.2% | +5.2% |
| 3M | +0.6% | +6.2% | -5.6% | -0.6% |
| 6M | +0.3% | +12.6% | -12.3% | -2.1% |
| YTD | +21.9% | -0.2% | +22.1% | +21.1% |
| 1Y | +21.7% | +4.1% | +17.6% | +19.8% |
| 3Y | +58.5% | +50.6% | +7.9% | +42.8% |
| 5Y | +22.4% | +36.2% | -13.8% | +11.0% |
| All | +73.3% | +451.2% | -377.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling