+29.5%
MCO vs USFD
+197.4%
-167.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +0.6% |
| 7D | -3.1% | -7.0% | +3.9% | -0.6% |
| 30D | -0.5% | -10.3% | +9.8% | +3.4% |
| 3M | +5.7% | +9.2% | -3.5% | +1.8% |
| 6M | +3.0% | +7.4% | -4.4% | -0.6% |
| YTD | -6.5% | +29.4% | -35.9% | -17.5% |
| 1Y | -5.8% | +24.8% | -30.6% | -15.8% |
| 3Y | +43.1% | +150.0% | -106.9% | -5.2% |
| 5Y | +29.5% | +195.5% | -166.0% | -22.5% |
| All | +29.5% | +197.4% | -167.9% | -22.5% |
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 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