-20.8%
MGRD vs VT
+71.5%
-92.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.3% | +0.4% | -0.8% | -0.5% |
| 30D | -2.9% | +1.0% | -3.9% | -3.3% |
| 3M | -1.8% | +2.4% | -4.2% | -2.9% |
| 6M | -3.6% | +12.0% | -15.6% | -8.6% |
| YTD | -1.5% | +15.3% | -16.9% | -8.0% |
| 1Y | -4.6% | +22.6% | -27.2% | -13.5% |
| 3Y | +11.5% | +74.7% | -63.2% | -15.9% |
| 5Y | -20.7% | +66.1% | -86.8% | -40.4% |
| All | -20.8% | +71.5% | -92.3% | -41.0% |
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