+25.3%
VZ vs MCO
+29.3%
-4.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -1.0% | -3.1% | +2.2% | -0.6% |
| 30D | +5.8% | -0.5% | +6.3% | +5.8% |
| 3M | +10.5% | +5.7% | +4.8% | +9.7% |
| 6M | +1.8% | +3.0% | -1.2% | +1.3% |
| YTD | +28.3% | -6.5% | +34.7% | +29.1% |
| 1Y | +22.0% | -5.8% | +27.7% | +22.5% |
| 3Y | +81.8% | +43.1% | +38.7% | +69.3% |
| 5Y | +25.3% | +29.5% | -4.1% | +12.6% |
| All | +25.3% | +29.3% | -4.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling