+83.1%
MKSI vs USFD
+189.4%
-106.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.5% |
| 7D | +4.9% | -8.0% | +12.9% | +9.8% |
| 30D | -11.0% | -13.1% | +2.1% | -3.7% |
| 3M | -17.1% | +6.5% | -23.6% | -22.2% |
| 6M | +16.4% | +5.7% | +10.7% | +8.9% |
| YTD | +64.3% | +27.5% | +36.8% | +32.7% |
| 1Y | +137.7% | +23.4% | +114.3% | +94.7% |
| 3Y | +189.1% | +146.4% | +42.7% | +45.3% |
| 5Y | +83.1% | +196.8% | -113.6% | -17.3% |
| All | +83.1% | +189.4% | -106.3% | -17.3% |
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