+1,445.4%
MPC vs USFD
+353.3%
+1,092.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.5% | -16.6% | -11.8% |
| 7D | -10.9% | +7.8% | -18.8% | -14.4% |
| 30D | -9.4% | +16.2% | -25.6% | -15.9% |
| 3M | +26.0% | +11.0% | +15.0% | +18.7% |
| 6M | +56.5% | +20.7% | +35.8% | +40.8% |
| YTD | +144.3% | +46.0% | +98.3% | +96.9% |
| 1Y | +117.2% | +49.8% | +67.4% | +72.1% |
| 3Y | +176.3% | +167.3% | +9.0% | +62.2% |
| 5Y | +590.5% | +197.2% | +393.3% | +264.1% |
| 10Y | +1,183.8% | +389.9% | +794.0% | +428.1% |
| All | +1,445.4% | +353.3% | +1,092.1% | +567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling