+6.1%
MCHP vs USFD
+214.9%
-208.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | +2.8% | -3.3% | +6.1% | +4.5% |
| 30D | -12.8% | -5.3% | -7.5% | -10.5% |
| 3M | -19.2% | +18.8% | -38.0% | -27.4% |
| 6M | +14.5% | +14.3% | +0.3% | +4.7% |
| YTD | +17.1% | +36.9% | -19.7% | -5.4% |
| 1Y | +15.3% | +31.7% | -16.4% | -5.2% |
| 3Y | +0.5% | +164.5% | -164.0% | -45.2% |
| 5Y | +6.1% | +212.6% | -206.5% | -47.0% |
| All | +6.1% | +214.9% | -208.8% | -47.0% |
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