+75.8%
MDLZ vs USFD
+329.0%
-253.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -3.0% | +1.3% | -1.3% |
| 30D | -2.1% | +3.5% | -5.6% | -2.7% |
| 3M | +1.3% | +26.6% | -25.3% | -2.5% |
| 6M | +6.2% | +11.7% | -5.5% | +4.1% |
| YTD | +15.8% | +38.1% | -22.3% | +9.5% |
| 1Y | +4.1% | +33.4% | -29.3% | -1.1% |
| 3Y | -4.1% | +155.8% | -159.9% | -18.8% |
| 5Y | +13.4% | +214.0% | -200.7% | -8.5% |
| 10Y | +75.7% | +320.4% | -244.6% | +24.7% |
| All | +75.8% | +329.0% | -253.2% | +24.7% |
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