+210.4%
MGY vs VFC
-67.9%
+278.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.1% |
| 7D | +3.5% | -1.4% | +4.9% | +3.9% |
| 30D | +5.3% | -9.0% | +14.2% | +7.9% |
| 3M | +2.6% | -24.2% | +26.8% | +9.0% |
| 6M | -3.3% | -18.5% | +15.2% | -1.3% |
| YTD | +29.2% | -25.9% | +55.1% | +35.0% |
| 1Y | +18.0% | -13.0% | +31.0% | +15.5% |
| 3Y | +30.0% | -20.3% | +50.3% | +9.0% |
| 5Y | +92.7% | -78.1% | +170.8% | +209.5% |
| All | +210.4% | -67.9% | +278.3% | +398.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling