+435.9%
MCK vs USFD
+325.1%
+110.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -1.9% | -3.3% | +1.4% | -1.4% |
| 30D | +2.4% | -5.3% | +7.7% | +3.3% |
| 3M | +16.1% | +18.8% | -2.7% | +12.8% |
| 6M | -3.1% | +14.3% | -17.3% | -5.4% |
| YTD | +8.7% | +36.9% | -28.2% | +2.6% |
| 1Y | +28.1% | +31.7% | -3.6% | +21.5% |
| 3Y | +114.1% | +164.5% | -50.3% | +79.6% |
| 5Y | +342.5% | +212.6% | +129.9% | +254.0% |
| 10Y | +424.1% | +329.7% | +94.4% | +324.4% |
| All | +435.9% | +325.1% | +110.8% | +333.5% |
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