+832.5%
VZ vs MCO
+7,698.6%
-6,866.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +0.1% | -4.2% | +4.2% | +1.0% |
| 30D | +7.9% | +2.2% | +5.7% | +7.4% |
| 3M | +13.6% | +10.1% | +3.5% | +11.2% |
| 6M | +1.1% | +5.3% | -4.2% | -0.4% |
| YTD | +29.3% | -2.7% | +32.0% | +28.9% |
| 1Y | +21.2% | -0.4% | +21.6% | +20.1% |
| 3Y | +75.9% | +49.0% | +26.9% | +57.9% |
| 5Y | +24.1% | +33.6% | -9.6% | +12.2% |
| 10Y | +62.4% | +395.3% | -332.9% | +6.4% |
| All | +832.5% | +7,698.6% | -6,866.1% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling