+65.5%
VZ vs MPC
+1,096.9%
-1,031.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +2.1% | -16.2% | +18.3% | +4.1% |
| 30D | +1.4% | -15.7% | +17.1% | +3.2% |
| 3M | -1.3% | +24.9% | -26.2% | -4.0% |
| 6M | -0.5% | +52.7% | -53.2% | -5.7% |
| YTD | +19.6% | +131.9% | -112.2% | +7.7% |
| 1Y | +22.4% | +96.6% | -74.3% | +12.2% |
| 3Y | +55.9% | +163.8% | -107.9% | +36.1% |
| 5Y | +20.4% | +533.1% | -512.7% | -7.5% |
| All | +65.5% | +1,096.9% | -1,031.3% | +13.1% |
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