+177.3%
MCD vs USFD
+321.9%
-144.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -2.8% | -3.0% | +0.2% | -2.1% |
| 30D | -6.0% | +3.5% | -9.6% | -6.9% |
| 3M | -5.6% | +26.6% | -32.1% | -10.8% |
| 6M | -21.9% | +11.7% | -33.6% | -24.1% |
| YTD | -14.7% | +38.1% | -52.8% | -21.4% |
| 1Y | -17.3% | +33.4% | -50.6% | -23.3% |
| 3Y | -2.2% | +155.8% | -158.0% | -23.3% |
| 5Y | +20.3% | +214.0% | -193.7% | -12.4% |
| All | +177.3% | +321.9% | -144.6% | +65.2% |
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