+220.2%
MET vs USFD
+369.7%
-149.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.2% | +3.0% | -4.1% | -2.4% |
| 30D | +3.2% | +11.1% | -7.9% | -0.9% |
| 3M | -1.1% | -0.3% | -0.8% | -1.4% |
| 6M | +25.0% | +15.9% | +9.1% | +17.3% |
| YTD | +27.9% | +41.6% | -13.7% | +9.7% |
| 1Y | +32.9% | +49.4% | -16.5% | +11.3% |
| 3Y | +78.8% | +157.8% | -79.1% | +20.7% |
| 5Y | +79.6% | +176.6% | -97.1% | +14.6% |
| All | +220.2% | +369.7% | -149.5% | +93.6% |
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