-3.2%
MGM vs VT
+360.7%
-363.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | -0.6% |
| 7D | +2.0% | -0.7% | +2.7% | +2.8% |
| 30D | +14.2% | -1.7% | +15.9% | +16.8% |
| 3M | -24.2% | -2.3% | -21.9% | -21.8% |
| 6M | -10.3% | +1.5% | -11.8% | -13.9% |
| YTD | -8.3% | +12.0% | -20.3% | -25.6% |
| 1Y | +1.8% | +12.9% | -11.0% | -18.3% |
| 3Y | -13.6% | +74.9% | -88.6% | -65.7% |
| 5Y | -26.3% | +59.9% | -86.2% | -64.8% |
| 10Y | +28.9% | +224.6% | -195.8% | -77.4% |
| All | -3.2% | +360.7% | -363.8% | -84.6% |
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 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