+209.8%
MGY vs USFD
+253.0%
-43.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +1.8% | -8.0% | +9.8% | +5.7% |
| 30D | +6.5% | -13.1% | +19.6% | +13.5% |
| 3M | +0.3% | +6.5% | -6.2% | -3.3% |
| 6M | -2.4% | +5.7% | -8.1% | -6.5% |
| YTD | +29.0% | +27.5% | +1.5% | +11.2% |
| 1Y | +17.0% | +23.4% | -6.4% | +2.0% |
| 3Y | +26.2% | +146.4% | -120.3% | -23.7% |
| 5Y | +92.3% | +196.8% | -104.4% | 0.0% |
| All | +209.8% | +253.0% | -43.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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