+209.9%
MET vs USFD
+368.6%
-158.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.3% |
| 7D | +1.3% | +3.9% | -2.6% | -0.3% |
| 30D | +4.0% | +12.8% | -8.8% | -0.7% |
| 3M | +4.6% | +1.0% | +3.6% | +3.8% |
| 6M | +32.8% | +30.3% | +2.5% | +19.2% |
| YTD | +32.3% | +46.0% | -13.7% | +12.2% |
| 1Y | +37.1% | +49.6% | -12.5% | +14.9% |
| 3Y | +86.8% | +166.3% | -79.4% | +24.6% |
| 5Y | +87.4% | +208.4% | -121.0% | +14.8% |
| 10Y | +209.9% | +371.2% | -161.3% | +79.9% |
| All | +209.9% | +368.6% | -158.7% | +79.9% |
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