+345.8%
MCK vs USFD
+189.4%
+156.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -4.4% | -8.0% | +3.6% | -3.3% |
| 30D | -2.2% | -13.1% | +10.9% | -0.3% |
| 3M | +11.6% | +6.5% | +5.0% | +10.5% |
| 6M | -4.9% | +5.7% | -10.7% | -5.9% |
| YTD | +7.7% | +27.5% | -19.8% | +3.3% |
| 1Y | +25.2% | +23.4% | +1.8% | +20.6% |
| 3Y | +112.1% | +146.4% | -34.3% | +83.7% |
| 5Y | +345.8% | +196.8% | +149.1% | +255.6% |
| All | +345.8% | +189.4% | +156.4% | +255.6% |
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