+86.3%
VZ vs MGY
+209.8%
-123.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.2% | +1.8% | -3.0% | -1.3% |
| 30D | +5.7% | +6.5% | -0.8% | +5.2% |
| 3M | +8.2% | +0.3% | +7.9% | +8.1% |
| 6M | +1.7% | -2.4% | +4.1% | +1.7% |
| YTD | +28.9% | +29.0% | -0.1% | +26.3% |
| 1Y | +22.7% | +17.0% | +5.7% | +21.0% |
| 3Y | +82.7% | +26.2% | +56.5% | +77.7% |
| 5Y | +26.4% | +92.3% | -65.9% | +17.9% |
| All | +86.3% | +209.8% | -123.5% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling