+12.6%
MCO vs USFD
+29.3%
-16.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.3% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +9.1% | +10.6% | -1.4% | +7.0% |
| 3M | +6.2% | -2.4% | +8.7% | +5.6% |
| 6M | +12.6% | +28.9% | -16.3% | +11.5% |
| All | +12.6% | +29.3% | -16.7% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling