+61.1%
VZ vs MTB
+173.2%
-112.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +0.2% | +2.8% | -2.5% | -0.3% |
| 30D | +7.1% | -4.2% | +11.3% | +7.9% |
| 3M | +12.8% | +7.8% | +5.0% | +11.4% |
| 6M | +1.8% | +14.8% | -13.0% | -0.7% |
| YTD | +30.0% | +20.8% | +9.2% | +25.5% |
| 1Y | +24.3% | +23.1% | +1.2% | +19.5% |
| 3Y | +84.3% | +114.8% | -30.5% | +57.7% |
| 5Y | +25.9% | +103.3% | -77.3% | +6.8% |
| 10Y | +61.1% | +173.0% | -111.9% | +29.6% |
| All | +61.1% | +173.2% | -112.1% | +29.6% |
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