+30.7%
VZ vs MULL
+1,070.1%
-1,039.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.5% |
| 7D | +2.4% | -32.2% | +34.6% | +1.3% |
| 30D | +11.2% | -55.4% | +66.6% | +8.8% |
| 3M | 0.0% | -41.3% | +41.3% | -1.0% |
| 6M | +1.3% | -44.9% | +46.2% | +1.6% |
| YTD | +21.3% | +192.4% | -171.1% | +28.2% |
| 1Y | +23.9% | +239.4% | -215.5% | +31.8% |
| All | +30.7% | +1,070.1% | -1,039.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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