+1,120.0%
MPC vs USFD
+321.9%
+798.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +5.4% | -3.0% | +8.5% | +6.9% |
| 30D | +31.0% | +3.5% | +27.4% | +28.7% |
| 3M | +46.0% | +26.6% | +19.5% | +30.0% |
| 6M | +77.3% | +11.7% | +65.6% | +65.8% |
| YTD | +141.9% | +38.1% | +103.8% | +101.6% |
| 1Y | +120.9% | +33.4% | +87.5% | +86.2% |
| 3Y | +182.7% | +155.8% | +26.9% | +69.6% |
| 5Y | +646.4% | +214.0% | +432.4% | +281.1% |
| All | +1,120.0% | +321.9% | +798.1% | +428.4% |
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