+30.0%
VZ vs MULL
+1,100.2%
-1,070.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.3% | -11.5% | +1.2% |
| 7D | +2.2% | -27.1% | +29.3% | +1.5% |
| 30D | +10.6% | -54.2% | +64.8% | +8.3% |
| 3M | -0.6% | -42.0% | +41.4% | -1.7% |
| 6M | +0.7% | -43.5% | +44.2% | +1.1% |
| YTD | +20.6% | +199.9% | -179.3% | +27.6% |
| 1Y | +22.7% | +292.8% | -270.1% | +30.9% |
| All | +30.0% | +1,100.2% | -1,070.2% | +41.3% |
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