+8.3%
SYY vs MDY
+17.5%
-9.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | -6.3% | +1.7% | -8.0% | -6.9% |
| 30D | +0.7% | +1.2% | -0.5% | +0.3% |
| 3M | -6.4% | -3.5% | -2.9% | -5.3% |
| 6M | +7.6% | +3.5% | +4.1% | +4.9% |
| YTD | +7.4% | +13.6% | -6.2% | +0.1% |
| 1Y | +8.3% | +17.1% | -8.7% | -0.3% |
| All | +8.3% | +17.5% | -9.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling