+195.0%
MCHP vs USFD
+353.4%
-158.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.2% |
| 7D | -19.2% | +3.9% | -23.1% | -20.6% |
| 30D | -18.6% | +12.8% | -31.4% | -22.6% |
| 3M | -27.0% | +1.0% | -27.9% | -27.6% |
| 6M | -37.3% | +30.3% | -67.5% | -44.5% |
| YTD | -1.8% | +46.0% | -47.8% | -18.2% |
| 1Y | +12.1% | +49.6% | -37.5% | -7.7% |
| 3Y | -10.0% | +166.3% | -176.3% | -41.3% |
| 5Y | -17.3% | +208.4% | -225.7% | -49.8% |
| 10Y | +131.0% | +371.2% | -240.2% | +14.9% |
| All | +195.0% | +353.4% | -158.4% | +46.4% |
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 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