+23.7%
MAR vs USFD
+32.2%
-8.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -1.7% | -3.3% | +1.6% | -1.1% |
| 30D | -6.9% | -5.3% | -1.6% | -5.9% |
| 3M | -15.8% | +18.8% | -34.6% | -18.7% |
| 6M | +1.9% | +14.3% | -12.3% | -0.8% |
| YTD | +6.6% | +36.9% | -30.3% | -1.1% |
| 1Y | +23.7% | +31.7% | -8.0% | +15.6% |
| All | +23.7% | +32.2% | -8.5% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling