+71.6%
VZ vs MTB
+119.7%
-48.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +0.9% | -2.0% | +2.9% | +1.3% |
| 30D | +8.9% | +0.1% | +8.8% | +8.9% |
| 3M | +0.1% | -12.1% | +12.2% | +2.3% |
| 6M | +1.9% | +7.3% | -5.4% | +0.6% |
| YTD | +22.0% | +11.5% | +10.5% | +19.4% |
| 1Y | +22.1% | +21.3% | +0.8% | +17.7% |
| 3Y | +58.7% | +104.1% | -45.5% | +36.9% |
| 5Y | +22.3% | +61.8% | -39.5% | +8.3% |
| 10Y | +71.6% | +115.4% | -43.8% | +54.1% |
| All | +71.6% | +119.7% | -48.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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