+477.0%
MCO vs USFD
+353.0%
+124.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.4% | +8.4% | -7.0% | -0.8% |
| 30D | +10.0% | +12.7% | -2.7% | +6.4% |
| 3M | +7.0% | +1.1% | +5.9% | +6.5% |
| 6M | +13.7% | +30.2% | -16.5% | +5.2% |
| YTD | +0.6% | +45.8% | -45.2% | -10.7% |
| 1Y | +6.2% | +51.9% | -45.7% | -6.9% |
| 3Y | +51.9% | +158.5% | -106.6% | +14.6% |
| 5Y | +37.5% | +208.0% | -170.6% | -2.4% |
| 10Y | +459.4% | +376.6% | +82.8% | +239.9% |
| All | +477.0% | +353.0% | +124.0% | +251.9% |
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