+255.1%
MET vs USFD
+322.6%
-67.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +1.2% | -3.0% | +4.2% | +2.3% |
| 30D | +1.4% | +3.5% | -2.1% | 0.0% |
| 3M | +17.7% | +26.6% | -8.9% | +7.3% |
| 6M | +35.0% | +11.7% | +23.3% | +28.6% |
| YTD | +26.3% | +38.1% | -11.8% | +9.7% |
| 1Y | +22.8% | +33.4% | -10.6% | +7.9% |
| 3Y | +65.9% | +155.8% | -89.9% | +12.7% |
| 5Y | +85.4% | +214.0% | -128.7% | +13.1% |
| All | +255.1% | +322.6% | -67.5% | +110.5% |
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