+1,093.9%
MPC vs USFD
+370.5%
+723.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.7% |
| 7D | -12.8% | +3.9% | -16.7% | -14.8% |
| 30D | -12.7% | +10.7% | -23.4% | -17.2% |
| 3M | +27.1% | +6.3% | +20.7% | +22.1% |
| 6M | +45.8% | +16.2% | +29.6% | +33.3% |
| YTD | +134.7% | +41.9% | +92.8% | +91.3% |
| 1Y | +106.0% | +44.2% | +61.9% | +65.9% |
| 3Y | +165.5% | +159.8% | +5.7% | +57.3% |
| 5Y | +540.9% | +177.1% | +363.8% | +248.4% |
| All | +1,093.9% | +370.5% | +723.5% | +417.0% |
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