+21.5%
VZ vs MMM
+46.9%
-25.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.3% |
| 7D | +5.6% | +5.9% | -0.2% | +4.8% |
| 30D | +1.9% | +14.7% | -12.9% | 0.0% |
| 3M | +0.8% | +3.6% | -2.8% | +0.2% |
| 6M | +0.6% | +32.7% | -32.1% | -3.1% |
| YTD | +20.8% | +18.9% | +1.8% | +17.6% |
| 1Y | +23.9% | +16.4% | +7.6% | +21.0% |
| 3Y | +55.7% | +159.8% | -104.1% | +29.3% |
| 5Y | +21.5% | +47.2% | -25.6% | +14.9% |
| All | +21.5% | +46.9% | -25.4% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling