+630.2%
MGRC vs VT
+374.2%
+256.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | -0.6% | +0.4% | -1.1% | -1.1% |
| 30D | -7.8% | +1.0% | -8.8% | -8.8% |
| 3M | +2.5% | +2.4% | +0.1% | -0.6% |
| 6M | +1.3% | +12.0% | -10.7% | -11.3% |
| YTD | +7.7% | +15.3% | -7.6% | -8.8% |
| 1Y | -9.7% | +22.6% | -32.2% | -28.4% |
| 3Y | +16.1% | +74.7% | -58.5% | -38.0% |
| 5Y | +72.0% | +66.1% | +5.8% | -5.3% |
| 10Y | +326.1% | +225.0% | +101.1% | +10.7% |
| All | +630.2% | +374.2% | +256.0% | +14.3% |
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