-26.4%
MGRD vs VT
+65.6%
-92.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -2.8% | +2.9% | -5.7% | -4.1% |
| 30D | -4.2% | -2.5% | -1.7% | -3.2% |
| 3M | -8.8% | -3.3% | -5.5% | -7.5% |
| 6M | -9.0% | +1.5% | -10.6% | -9.8% |
| YTD | -8.6% | +11.4% | -20.0% | -13.3% |
| 1Y | -10.5% | +11.9% | -22.4% | -15.3% |
| 3Y | +0.2% | +73.9% | -73.7% | -24.5% |
| 5Y | -25.7% | +57.9% | -83.6% | -43.0% |
| All | -26.4% | +65.6% | -92.0% | -44.4% |
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