-15.6%
MGRB vs VT
+118.9%
-134.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.7% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -2.9% | -1.7% | -1.2% | -2.3% |
| 3M | -6.5% | -2.3% | -4.2% | -5.7% |
| 6M | -7.8% | +1.5% | -9.3% | -8.5% |
| YTD | -6.2% | +12.0% | -18.2% | -10.5% |
| 1Y | -8.4% | +12.9% | -21.3% | -12.9% |
| 3Y | +6.2% | +74.9% | -68.8% | -16.3% |
| 5Y | -18.8% | +59.9% | -78.7% | -35.7% |
| All | -15.6% | +118.9% | -134.5% | -36.3% |
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