+109.6%
SYY vs MGY
+209.8%
-100.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.5% | +1.8% | -0.3% | +1.0% |
| 30D | -2.3% | +6.5% | -8.8% | -4.0% |
| 3M | +5.5% | +0.3% | +5.2% | +4.8% |
| 6M | -1.0% | -2.4% | +1.4% | -1.5% |
| YTD | +14.1% | +29.0% | -14.9% | +4.7% |
| 1Y | +5.6% | +17.0% | -11.5% | -0.9% |
| 3Y | +27.9% | +26.2% | +1.7% | +13.5% |
| 5Y | +22.7% | +92.3% | -69.6% | -13.1% |
| All | +109.6% | +209.8% | -100.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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