+163.8%
MPC vs USFD
+159.2%
+4.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -16.2% | +3.0% | -19.1% | -16.4% |
| 30D | -15.7% | +11.1% | -26.8% | -16.9% |
| 3M | +24.9% | -0.3% | +25.2% | +25.0% |
| 6M | +52.7% | +15.9% | +36.8% | +48.7% |
| YTD | +131.9% | +41.6% | +90.2% | +108.2% |
| 1Y | +96.6% | +49.4% | +47.2% | +72.6% |
| 3Y | +163.8% | +157.8% | +5.9% | +71.6% |
| All | +163.8% | +159.2% | +4.6% | +71.6% |
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