+21.7%
MGY vs TMF
-31.3%
+53.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.2% |
| 7D | +3.5% | -8.2% | +11.7% | +2.7% |
| 30D | -3.0% | +5.3% | -8.4% | -2.5% |
| 3M | -7.6% | -8.5% | +0.9% | -8.2% |
| 6M | -14.4% | -17.2% | +2.8% | -15.3% |
| YTD | +13.4% | -23.4% | +36.8% | +11.8% |
| 1Y | +9.2% | -30.2% | +39.4% | +7.4% |
| All | +21.7% | -31.3% | +53.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling