+1,106.2%
MPC vs USFD
+368.6%
+737.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.2% |
| 7D | -9.4% | +3.9% | -13.3% | -11.4% |
| 30D | -14.3% | +12.8% | -27.2% | -19.4% |
| 3M | +31.1% | +1.0% | +30.1% | +29.2% |
| 6M | +60.3% | +30.3% | +30.0% | +39.3% |
| YTD | +142.5% | +46.0% | +96.6% | +95.3% |
| 1Y | +104.6% | +49.6% | +55.0% | +62.2% |
| 3Y | +191.7% | +166.3% | +25.4% | +70.9% |
| 5Y | +549.2% | +208.4% | +340.8% | +234.5% |
| 10Y | +1,106.2% | +371.2% | +735.0% | +400.9% |
| All | +1,106.2% | +368.6% | +737.6% | +400.9% |
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