+255.8%
MCHP vs USFD
+329.0%
-73.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +1.7% | -3.0% | +4.7% | +2.9% |
| 30D | -4.1% | +3.5% | -7.6% | -5.6% |
| 3M | -22.5% | +26.6% | -49.1% | -30.4% |
| 6M | +7.3% | +11.7% | -4.4% | +1.2% |
| YTD | +18.4% | +38.1% | -19.7% | +1.2% |
| 1Y | +18.1% | +33.4% | -15.3% | +2.1% |
| 3Y | -2.8% | +155.8% | -158.6% | -35.5% |
| 5Y | +5.5% | +214.0% | -208.5% | -36.2% |
| 10Y | +185.8% | +320.4% | -134.5% | +46.4% |
| All | +255.8% | +329.0% | -73.2% | +81.1% |
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