+22.9%
MCK vs USFD
+22.2%
+0.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -2.9% | -8.4% | +5.4% | -2.3% |
| 30D | +0.4% | -14.1% | +14.5% | +1.6% |
| 3M | +12.1% | +4.5% | +7.6% | +12.1% |
| 6M | -5.4% | +4.4% | -9.8% | -5.5% |
| YTD | +7.8% | +26.6% | -18.8% | +3.6% |
| 1Y | +22.9% | +19.4% | +3.6% | +24.8% |
| All | +22.9% | +22.2% | +0.7% | +24.8% |
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