+191.5%
VTV vs MGY
+210.4%
-18.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | +3.5% | -4.6% | -1.8% |
| 30D | -1.0% | +5.3% | -6.3% | -2.1% |
| 3M | +4.6% | +2.6% | +2.0% | +3.7% |
| 6M | +13.5% | -3.3% | +16.8% | +13.3% |
| YTD | +18.5% | +29.2% | -10.7% | +11.6% |
| 1Y | +22.9% | +18.0% | +4.9% | +17.5% |
| 3Y | +67.8% | +30.0% | +37.8% | +55.0% |
| 5Y | +81.8% | +92.7% | -10.8% | +50.0% |
| All | +191.5% | +210.4% | -18.9% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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