+89.0%
MGY vs VFC
-78.2%
+167.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.5% |
| 7D | +3.5% | -1.4% | +4.9% | +3.7% |
| 30D | +5.3% | -9.0% | +14.2% | +6.7% |
| 3M | +2.6% | -24.2% | +26.8% | +6.1% |
| 6M | -3.3% | -18.5% | +15.2% | -2.3% |
| YTD | +29.2% | -25.9% | +55.1% | +32.4% |
| 1Y | +18.0% | -13.0% | +31.0% | +16.4% |
| 3Y | +30.0% | -20.3% | +50.3% | +19.1% |
| All | +89.0% | -78.2% | +167.2% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling