+22.2%
MDLZ vs USFD
+204.0%
-181.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | 0.0% |
| 7D | +0.1% | +3.9% | -3.8% | -0.7% |
| 30D | +10.0% | +12.8% | -2.9% | +7.4% |
| 3M | +7.1% | +1.0% | +6.1% | +6.7% |
| 6M | +9.8% | +30.3% | -20.4% | +4.1% |
| YTD | +26.6% | +46.0% | -19.3% | +17.0% |
| 1Y | +20.3% | +49.6% | -29.3% | +10.5% |
| 3Y | +5.4% | +166.3% | -160.9% | -16.0% |
| 5Y | +22.2% | +208.4% | -186.2% | -7.0% |
| All | +22.2% | +204.0% | -181.7% | -7.0% |
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 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