+21.6%
MCD vs USFD
+215.8%
-194.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -2.8% | -3.0% | +0.2% | -2.2% |
| 30D | -6.0% | +3.5% | -9.6% | -6.7% |
| 3M | -5.6% | +26.6% | -32.1% | -10.0% |
| 6M | -21.9% | +11.7% | -33.6% | -23.7% |
| YTD | -14.7% | +38.1% | -52.8% | -20.3% |
| 1Y | -17.3% | +33.4% | -50.6% | -22.2% |
| 3Y | -2.2% | +155.8% | -158.0% | -20.1% |
| All | +21.6% | +215.8% | -194.2% | -6.5% |
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