+338.7%
MGRC vs VT
+223.7%
+115.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +0.9% |
| 7D | -0.1% | +0.4% | -0.5% | -0.4% |
| 30D | +14.3% | -2.6% | +16.9% | +17.2% |
| 3M | +8.5% | -3.2% | +11.7% | +11.8% |
| 6M | +13.8% | +0.9% | +12.8% | +12.1% |
| YTD | +25.4% | +11.3% | +14.1% | +11.6% |
| 1Y | +25.8% | +14.0% | +11.8% | +9.4% |
| 3Y | +37.3% | +75.8% | -38.6% | -23.3% |
| 5Y | +80.0% | +57.8% | +22.1% | +11.5% |
| 10Y | +338.7% | +219.8% | +118.9% | +31.5% |
| All | +338.7% | +223.7% | +115.0% | +31.5% |
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