+17.2%
MGY vs VLTO
+56.3%
-39.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -6.1% | +1.6% | -7.7% | -6.4% |
| 30D | -3.9% | +22.0% | -25.9% | -8.3% |
| 3M | -11.0% | +21.9% | -32.9% | -15.1% |
| 6M | -15.6% | +36.5% | -52.1% | -22.2% |
| YTD | +7.8% | +19.0% | -11.2% | +3.3% |
| 1Y | +5.8% | +21.0% | -15.1% | +0.6% |
| 3Y | +16.5% | +69.9% | -53.4% | +3.5% |
| All | +17.2% | +56.3% | -39.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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