+238.4%
MRK vs USFD
+330.1%
-91.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.9% | -3.3% | +2.4% | -0.6% |
| 30D | +15.5% | -5.3% | +20.8% | +16.2% |
| 3M | +25.1% | +18.8% | +6.3% | +22.7% |
| 6M | +30.1% | +14.3% | +15.8% | +28.0% |
| YTD | +43.1% | +36.9% | +6.2% | +37.9% |
| 1Y | +82.5% | +31.7% | +50.7% | +76.4% |
| 3Y | +49.3% | +164.5% | -115.2% | +33.2% |
| 5Y | +130.3% | +212.6% | -82.3% | +99.0% |
| All | +238.4% | +330.1% | -91.7% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling