+210.8%
MGY vs VMC
+108.4%
+102.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +3.0% |
| 7D | +1.5% | -5.3% | +6.8% | +4.2% |
| 30D | +6.8% | -12.3% | +19.1% | +13.7% |
| 3M | +2.6% | -10.3% | +12.9% | +6.9% |
| 6M | -3.1% | -8.6% | +5.4% | -1.6% |
| YTD | +29.4% | -11.9% | +41.3% | +32.9% |
| 1Y | +22.3% | -13.9% | +36.2% | +26.7% |
| 3Y | +26.6% | +18.2% | +8.4% | +6.1% |
| 5Y | +92.1% | +47.7% | +44.4% | +36.0% |
| All | +210.8% | +108.4% | +102.4% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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