+72.6%
VZ vs MPC
+1,171.2%
-1,098.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.5% | +11.2% | -9.8% | +0.3% |
| 30D | +4.4% | -14.5% | +18.9% | +6.0% |
| 3M | -2.4% | +16.7% | -19.0% | -4.3% |
| 6M | +1.4% | +67.6% | -66.1% | -4.9% |
| YTD | +21.4% | +157.9% | -136.5% | +7.9% |
| 1Y | +20.3% | +116.7% | -96.4% | +9.1% |
| 3Y | +57.4% | +199.8% | -142.4% | +35.3% |
| 5Y | +21.9% | +604.4% | -582.5% | -7.4% |
| All | +72.6% | +1,171.2% | -1,098.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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