+1,079.5%
MPC vs USFD
+369.7%
+709.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -16.2% | +3.0% | -19.1% | -17.8% |
| 30D | -15.7% | +11.1% | -26.8% | -20.2% |
| 3M | +24.9% | -0.3% | +25.2% | +23.7% |
| 6M | +52.7% | +15.9% | +36.8% | +39.8% |
| YTD | +131.9% | +41.6% | +90.2% | +89.2% |
| 1Y | +96.6% | +49.4% | +47.2% | +55.8% |
| 3Y | +163.8% | +157.8% | +5.9% | +56.8% |
| 5Y | +533.1% | +176.6% | +356.5% | +244.5% |
| All | +1,079.5% | +369.7% | +709.8% | +411.1% |
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