+33.6%
MGY vs TMF
-88.7%
+122.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.1% |
| 7D | +3.5% | -8.2% | +11.7% | +2.7% |
| 30D | -3.0% | +5.3% | -8.4% | -2.4% |
| 3M | -7.6% | -8.5% | +0.9% | -8.2% |
| 6M | -14.4% | -17.2% | +2.8% | -15.5% |
| YTD | +13.4% | -23.4% | +36.8% | +11.3% |
| 1Y | +9.2% | -30.2% | +39.4% | +6.4% |
| 3Y | +22.6% | -32.9% | +55.5% | +20.8% |
| 5Y | +33.6% | -88.5% | +122.2% | +4.1% |
| All | +33.6% | -88.7% | +122.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling