+40.9%
MCO vs USFD
+145.6%
-104.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -7.3% | -8.0% | +0.7% | -4.9% |
| 30D | -1.7% | -13.1% | +11.4% | +2.6% |
| 3M | +3.9% | +6.5% | -2.6% | +1.4% |
| 6M | +3.8% | +5.7% | -1.9% | +1.1% |
| YTD | -7.9% | +27.5% | -35.4% | -18.4% |
| 1Y | -6.8% | +23.4% | -30.3% | -16.3% |
| All | +40.9% | +145.6% | -104.7% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling