+990.1%
VZ vs MMM
+2,854.2%
-1,864.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | -3.3% | +3.4% | +1.1% |
| 30D | +7.9% | -7.0% | +14.9% | +10.3% |
| 3M | +13.6% | +10.8% | +2.8% | +9.9% |
| 6M | +1.1% | +5.8% | -4.7% | -1.1% |
| YTD | +29.3% | +6.8% | +22.5% | +25.6% |
| 1Y | +21.2% | +10.4% | +10.9% | +16.1% |
| 3Y | +75.9% | +104.7% | -28.8% | +32.8% |
| 5Y | +24.1% | +23.6% | +0.5% | +9.3% |
| 10Y | +62.4% | +54.1% | +8.3% | +26.5% |
| All | +990.1% | +2,854.2% | -1,864.1% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling