+206.7%
MGY vs VFC
-68.1%
+274.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.8% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +10.1% | -11.9% | +22.1% | +14.0% |
| 3M | -1.5% | -20.2% | +18.7% | +2.9% |
| 6M | -4.9% | -23.0% | +18.1% | -1.2% |
| YTD | +27.7% | -26.2% | +53.9% | +33.7% |
| 1Y | +20.1% | -13.3% | +33.4% | +17.6% |
| 3Y | +24.9% | -25.5% | +50.3% | +8.3% |
| 5Y | +91.6% | -78.1% | +169.7% | +207.6% |
| All | +206.7% | -68.1% | +274.8% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling