+180.6%
MPC vs USFD
+156.9%
+23.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.4% | -3.0% | +8.5% | +5.9% |
| 30D | +31.0% | +3.5% | +27.4% | +30.2% |
| 3M | +46.0% | +26.6% | +19.5% | +39.5% |
| 6M | +77.3% | +11.7% | +65.6% | +73.3% |
| YTD | +141.9% | +38.1% | +103.8% | +118.8% |
| 1Y | +120.9% | +33.4% | +87.5% | +101.9% |
| All | +180.6% | +156.9% | +23.8% | +102.9% |
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 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