+11.8%
MGY vs VFC
-6.8%
+18.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.3% |
| 7D | +2.1% | -1.6% | +3.7% | +2.0% |
| 30D | +13.8% | -11.6% | +25.4% | +12.9% |
| 3M | -4.3% | -18.1% | +13.8% | -5.8% |
| 6M | -5.1% | -27.4% | +22.3% | -6.2% |
| YTD | +24.8% | -24.8% | +49.6% | +21.9% |
| 1Y | +11.8% | -8.2% | +20.0% | +3.4% |
| All | +11.8% | -6.8% | +18.7% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling