+68.2%
MGEE vs VT
+217.6%
-149.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +7.8% | -0.1% | +8.0% | +7.8% |
| 30D | +13.5% | -3.1% | +16.6% | +15.6% |
| 3M | -0.3% | -3.5% | +3.2% | +1.8% |
| 6M | +9.6% | +0.5% | +9.2% | +8.5% |
| YTD | +3.6% | +10.8% | -7.2% | -4.5% |
| 1Y | -1.9% | +11.9% | -13.8% | -10.2% |
| 3Y | +19.1% | +73.0% | -53.8% | -21.6% |
| 5Y | +12.8% | +58.6% | -45.8% | -21.7% |
| 10Y | +68.2% | +219.2% | -151.0% | -39.6% |
| All | +68.2% | +217.6% | -149.5% | -39.6% |
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