+453.6%
MGK vs VT
+221.4%
+232.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +1.0% | +1.0% | 0.0% | -0.2% |
| 30D | -0.9% | -0.2% | -0.7% | -0.6% |
| 3M | +2.5% | +4.5% | -2.1% | -2.6% |
| 6M | +16.9% | +14.1% | +2.8% | +0.3% |
| YTD | +9.2% | +14.8% | -5.6% | -7.0% |
| 1Y | +15.9% | +21.2% | -5.3% | -7.4% |
| 3Y | +91.1% | +76.6% | +14.5% | -0.2% |
| 5Y | +84.4% | +66.6% | +17.8% | +4.2% |
| 10Y | +453.6% | +222.3% | +231.3% | +60.9% |
| All | +453.6% | +221.4% | +232.1% | +60.9% |
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