+2,317.9%
SYY vs MDY
+2,644.5%
-326.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -2.8% | +1.0% | -3.8% | -3.4% |
| 30D | -5.3% | -3.1% | -2.1% | -3.5% |
| 3M | +5.1% | +1.8% | +3.2% | +3.7% |
| 6M | -5.0% | +10.8% | -15.8% | -10.9% |
| YTD | +10.7% | +14.4% | -3.7% | +1.8% |
| 1Y | +0.7% | +15.2% | -14.5% | -8.0% |
| 3Y | +24.0% | +51.2% | -27.1% | -5.3% |
| 5Y | +19.3% | +47.2% | -28.0% | -8.0% |
| 10Y | +96.4% | +171.1% | -74.7% | +11.3% |
| All | +2,317.9% | +2,644.5% | -326.5% | +331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling