+90.0%
MDLZ vs USFD
+369.7%
-279.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.7% | +3.0% | -1.3% | +1.2% |
| 30D | +11.2% | +11.1% | +0.1% | +9.3% |
| 3M | +6.1% | -0.3% | +6.4% | +6.1% |
| 6M | +8.6% | +15.9% | -7.3% | +5.8% |
| YTD | +25.8% | +41.6% | -15.8% | +18.5% |
| 1Y | +21.7% | +49.4% | -27.7% | +13.5% |
| 3Y | +5.8% | +157.8% | -152.0% | -10.5% |
| 5Y | +21.4% | +176.6% | -155.2% | +0.1% |
| All | +90.0% | +369.7% | -279.7% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling