+92.1%
MGY vs USFD
+197.4%
-105.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +2.9% |
| 7D | +1.5% | -7.0% | +8.5% | +3.5% |
| 30D | +6.8% | -10.3% | +17.1% | +10.1% |
| 3M | +2.6% | +9.2% | -6.6% | -0.4% |
| 6M | -3.1% | +7.4% | -10.5% | -6.0% |
| YTD | +29.4% | +29.4% | 0.0% | +16.7% |
| 1Y | +22.3% | +24.8% | -2.5% | +11.3% |
| 3Y | +26.6% | +150.0% | -123.4% | -10.4% |
| 5Y | +92.1% | +195.5% | -103.4% | +17.7% |
| All | +92.1% | +197.4% | -105.3% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling