+167.0%
MPC vs USFD
+159.7%
+7.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.6% |
| 7D | -12.8% | +3.9% | -16.7% | -13.1% |
| 30D | -12.7% | +10.7% | -23.4% | -13.9% |
| 3M | +27.1% | +6.3% | +20.7% | +25.9% |
| 6M | +45.8% | +16.2% | +29.6% | +41.9% |
| YTD | +134.7% | +41.9% | +92.8% | +110.7% |
| 1Y | +106.0% | +44.2% | +61.9% | +83.4% |
| All | +167.0% | +159.7% | +7.4% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling