-12.9%
MGRB vs VT
+117.4%
-130.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.4% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +0.3% | -2.6% | +2.9% | +1.2% |
| 3M | -4.5% | -3.2% | -1.2% | -3.3% |
| 6M | -4.5% | +0.9% | -5.4% | -5.0% |
| YTD | -3.1% | +11.3% | -14.4% | -7.3% |
| 1Y | -4.8% | +14.0% | -18.8% | -9.8% |
| 3Y | +9.3% | +75.8% | -66.5% | -14.1% |
| 5Y | -17.8% | +57.8% | -75.6% | -34.7% |
| All | -12.9% | +117.4% | -130.3% | -34.0% |
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