+34.2%
MGY vs USFD
+215.4%
-181.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | -0.4% | +10.2% | -10.6% | -3.4% |
| 3M | -4.3% | -1.5% | -2.9% | -4.3% |
| 6M | -12.9% | +27.3% | -40.2% | -19.5% |
| YTD | +15.2% | +44.0% | -28.8% | +0.3% |
| 1Y | +10.3% | +50.4% | -40.0% | -5.6% |
| 3Y | +23.6% | +153.6% | -129.9% | -12.9% |
| All | +34.2% | +215.4% | -181.2% | -16.8% |
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