+642.2%
MPC vs USFD
+215.8%
+426.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.4% | -3.0% | +8.5% | +6.2% |
| 30D | +31.0% | +3.5% | +27.4% | +29.8% |
| 3M | +46.0% | +26.6% | +19.5% | +37.2% |
| 6M | +77.3% | +11.7% | +65.6% | +71.3% |
| YTD | +141.9% | +38.1% | +103.8% | +117.3% |
| 1Y | +120.9% | +33.4% | +87.5% | +100.0% |
| 3Y | +182.7% | +155.8% | +26.9% | +107.4% |
| All | +642.2% | +215.8% | +426.4% | +378.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling