+104.5%
MDLZ vs USFD
+359.1%
-254.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | +8.2% | +10.6% | -2.3% | +6.5% |
| 3M | +8.0% | -2.4% | +10.4% | +8.3% |
| 6M | +9.7% | +28.9% | -19.2% | +5.2% |
| YTD | +26.9% | +43.7% | -16.8% | +19.2% |
| 1Y | +20.9% | +48.5% | -27.6% | +12.9% |
| 3Y | +5.3% | +154.7% | -149.4% | -10.6% |
| 5Y | +21.4% | +218.4% | -197.0% | -1.9% |
| All | +104.5% | +359.1% | -254.5% | +44.0% |
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