+205.9%
MCD vs USFD
+375.5%
-169.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | -0.2% | -1.8% | -1.9% |
| 30D | +16.6% | +12.3% | +4.3% | +13.4% |
| 3M | +0.9% | -0.7% | +1.6% | +1.0% |
| 6M | +1.5% | +31.3% | -29.8% | -5.1% |
| YTD | -8.3% | +45.7% | -54.0% | -16.7% |
| 1Y | -8.1% | +52.1% | -60.3% | -17.5% |
| 3Y | +10.3% | +158.2% | -147.9% | -13.6% |
| 5Y | +23.4% | +213.8% | -190.3% | -10.0% |
| 10Y | +205.9% | +367.0% | -161.1% | +81.1% |
| All | +205.9% | +375.5% | -169.6% | +81.1% |
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