+210.4%
MGY vs VYM
+172.2%
+38.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.8% |
| 7D | +3.5% | -0.8% | +4.3% | +4.7% |
| 30D | +5.3% | -2.2% | +7.5% | +8.5% |
| 3M | +2.6% | +3.1% | -0.4% | -2.1% |
| 6M | -3.3% | +9.7% | -13.0% | -16.4% |
| YTD | +29.2% | +14.9% | +14.3% | +4.5% |
| 1Y | +18.0% | +17.6% | +0.5% | -7.6% |
| 3Y | +30.0% | +65.3% | -35.3% | -36.5% |
| 5Y | +92.7% | +78.7% | +14.0% | -13.5% |
| All | +210.4% | +172.2% | +38.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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