+192.2%
MCHP vs USFD
+322.5%
-130.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +2.8% | -3.3% | +6.1% | +4.2% |
| 30D | -12.8% | -5.3% | -7.5% | -11.0% |
| 3M | -19.2% | +18.8% | -38.0% | -25.5% |
| 6M | +14.5% | +14.3% | +0.3% | +7.0% |
| YTD | +17.1% | +36.9% | -19.7% | +0.4% |
| 1Y | +15.3% | +31.7% | -16.4% | +0.1% |
| 3Y | +0.5% | +164.5% | -164.0% | -34.4% |
| 5Y | +6.1% | +212.6% | -206.5% | -35.9% |
| 10Y | +192.2% | +329.7% | -137.5% | +42.4% |
| All | +192.2% | +322.5% | -130.3% | +42.4% |
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