+990.1%
VZ vs MTB
+8,294.1%
-7,304.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.1% | +1.7% | -1.6% | -0.3% |
| 30D | +7.9% | -4.2% | +12.1% | +8.9% |
| 3M | +13.6% | +8.9% | +4.8% | +11.4% |
| 6M | +1.1% | +10.9% | -9.8% | -1.5% |
| YTD | +29.3% | +21.5% | +7.8% | +23.0% |
| 1Y | +21.2% | +21.9% | -0.7% | +15.1% |
| 3Y | +75.9% | +109.2% | -33.4% | +43.8% |
| 5Y | +24.1% | +102.0% | -77.9% | -0.5% |
| 10Y | +62.4% | +171.9% | -109.5% | +12.6% |
| All | +990.1% | +8,294.1% | -7,304.0% | +283.5% |
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