+8.1%
MFG vs VT
+345.0%
-336.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -0.4% |
| 7D | -6.0% | -4.2% | -1.8% | -2.1% |
| 30D | -15.8% | -5.8% | -10.0% | -10.9% |
| 3M | -12.2% | -5.2% | -7.0% | -7.6% |
| 6M | +10.1% | +0.1% | +10.0% | +10.2% |
| YTD | +28.3% | +8.2% | +20.0% | +19.9% |
| 1Y | +41.0% | +10.1% | +30.9% | +29.8% |
| 3Y | +174.8% | +69.7% | +105.1% | +72.6% |
| 5Y | +268.4% | +53.4% | +215.1% | +149.8% |
| 10Y | +212.2% | +219.2% | -7.1% | +0.8% |
| All | +8.1% | +345.0% | -336.9% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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