+211.7%
MCD vs USFD
+369.7%
-158.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | +3.0% | +4.2% | +6.4% |
| 30D | +19.8% | +11.1% | +8.7% | +16.8% |
| 3M | +0.8% | -0.3% | +1.1% | +0.8% |
| 6M | -1.3% | +15.9% | -17.2% | -5.0% |
| YTD | -7.8% | +41.6% | -49.4% | -15.6% |
| 1Y | -5.0% | +49.4% | -54.3% | -14.2% |
| 3Y | +10.5% | +157.8% | -147.3% | -13.4% |
| 5Y | +22.0% | +176.6% | -154.7% | -8.2% |
| All | +211.7% | +369.7% | -158.0% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling