+61.1%
VZ vs MKC
+26.1%
+35.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +0.2% | -4.3% | +4.6% | +1.5% |
| 30D | +7.1% | -2.0% | +9.1% | +7.7% |
| 3M | +12.8% | +10.0% | +2.8% | +9.6% |
| 6M | +1.8% | -18.5% | +20.3% | +7.3% |
| YTD | +30.0% | -22.4% | +52.4% | +38.5% |
| 1Y | +24.3% | -23.6% | +47.9% | +32.8% |
| 3Y | +84.3% | -30.4% | +114.7% | +100.4% |
| 5Y | +25.9% | -34.2% | +60.1% | +37.5% |
| 10Y | +61.1% | +26.8% | +34.3% | +39.0% |
| All | +61.1% | +26.1% | +35.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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