+427.0%
MCK vs USFD
+307.1%
+119.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.9% | -8.4% | +5.4% | -1.6% |
| 30D | +0.4% | -14.1% | +14.5% | +2.9% |
| 3M | +12.1% | +4.5% | +7.6% | +11.2% |
| 6M | -5.4% | +4.4% | -9.8% | -6.4% |
| YTD | +7.8% | +26.6% | -18.8% | +3.0% |
| 1Y | +22.9% | +19.4% | +3.6% | +18.5% |
| 3Y | +110.7% | +144.6% | -33.9% | +78.9% |
| 5Y | +346.2% | +194.5% | +151.6% | +260.2% |
| All | +427.0% | +307.1% | +119.9% | +354.2% |
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