+70.6%
VZ vs MMM
+84.0%
-13.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +2.4% | +7.0% | -4.6% | +0.9% |
| 30D | +11.2% | +18.4% | -7.2% | +7.4% |
| 3M | 0.0% | +4.5% | -4.5% | -1.0% |
| 6M | +1.3% | +33.4% | -32.1% | -4.5% |
| YTD | +21.3% | +20.0% | +1.3% | +16.3% |
| 1Y | +23.9% | +15.0% | +8.9% | +19.8% |
| 3Y | +57.7% | +165.0% | -107.3% | +21.9% |
| 5Y | +21.2% | +47.9% | -26.7% | +8.6% |
| 10Y | +70.6% | +79.6% | -9.1% | +28.9% |
| All | +70.6% | +84.0% | -13.4% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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