+14.5%
MCHP vs USFD
+50.4%
-35.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -4.3% | +1.3% | -5.6% | -4.3% |
| 30D | -16.3% | +10.6% | -26.8% | -16.0% |
| 3M | -21.4% | -2.4% | -19.0% | -21.6% |
| 6M | -35.8% | +28.9% | -64.7% | -36.6% |
| YTD | -0.9% | +43.7% | -44.6% | -2.9% |
| 1Y | +14.5% | +48.5% | -34.0% | +12.3% |
| All | +14.5% | +50.4% | -35.9% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling