+59.8%
MGEE vs VT
+222.7%
-162.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | +1.0% | +2.9% | -1.9% | -0.9% |
| 30D | +11.2% | -2.5% | +13.7% | +12.8% |
| 3M | -2.0% | -3.3% | +1.3% | -0.1% |
| 6M | +6.5% | +1.5% | +5.0% | +4.7% |
| YTD | +2.9% | +11.4% | -8.5% | -5.5% |
| 1Y | -3.4% | +11.9% | -15.4% | -11.7% |
| 3Y | +18.3% | +73.9% | -55.6% | -22.4% |
| 5Y | +13.7% | +57.9% | -44.2% | -20.7% |
| All | +59.8% | +222.7% | -162.9% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling