+24.9%
MGY vs USFD
+162.9%
-138.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | -0.9% | -3.3% | +2.4% | -0.2% |
| 30D | +10.1% | -5.3% | +15.4% | +11.4% |
| 3M | -1.5% | +18.8% | -20.3% | -5.5% |
| 6M | -4.9% | +14.3% | -19.2% | -8.3% |
| YTD | +27.7% | +36.9% | -9.2% | +14.1% |
| 1Y | +20.1% | +31.7% | -11.7% | +8.6% |
| 3Y | +24.9% | +164.5% | -139.6% | -12.7% |
| All | +24.9% | +162.9% | -138.0% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling