+908.7%
VZ vs MTB
+7,521.0%
-6,612.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +2.1% | -1.3% | +3.5% | +2.5% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | -1.3% | -12.4% | +11.1% | +1.8% |
| 6M | -0.5% | +1.5% | -2.0% | -1.0% |
| YTD | +19.6% | +10.3% | +9.3% | +16.4% |
| 1Y | +22.4% | +22.2% | +0.2% | +16.2% |
| 3Y | +55.9% | +96.9% | -41.1% | +29.4% |
| 5Y | +20.4% | +64.3% | -43.9% | +1.7% |
| 10Y | +66.9% | +137.8% | -70.9% | +19.6% |
| All | +908.7% | +7,521.0% | -6,612.2% | +262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling