+22.7%
MCD vs USFD
+188.3%
-165.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.2% |
| 3M | +0.8% | -0.3% | +1.1% | +0.7% |
| 6M | -1.3% | +15.9% | -17.2% | -4.5% |
| YTD | -7.8% | +41.6% | -49.4% | -14.3% |
| 1Y | -5.0% | +49.4% | -54.3% | -12.7% |
| 3Y | +10.5% | +157.8% | -147.3% | -9.9% |
| All | +22.7% | +188.3% | -165.5% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling