+189.9%
MCD vs USFD
+340.6%
-150.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.1% |
| 7D | +8.0% | +3.9% | +4.1% | +7.0% |
| 30D | +19.6% | +10.7% | +8.9% | +16.8% |
| 3M | +2.2% | +6.3% | -4.1% | +0.6% |
| 6M | -1.1% | +16.2% | -17.4% | -4.9% |
| YTD | -7.2% | +41.9% | -49.1% | -15.1% |
| 1Y | -6.7% | +44.2% | -50.9% | -15.0% |
| 3Y | +11.6% | +159.8% | -148.2% | -12.6% |
| 5Y | +22.6% | +177.1% | -154.5% | -7.6% |
| 10Y | +218.4% | +376.2% | -157.8% | +90.1% |
| All | +189.9% | +340.6% | -150.7% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling