+131.3%
MRK vs USFD
+215.8%
-84.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.7% |
| 30D | +17.1% | +3.5% | +13.6% | +16.7% |
| 3M | +25.9% | +26.6% | -0.7% | +22.7% |
| 6M | +26.8% | +11.7% | +15.1% | +25.2% |
| YTD | +44.9% | +38.1% | +6.8% | +39.9% |
| 1Y | +84.8% | +33.4% | +51.5% | +78.9% |
| 3Y | +50.1% | +155.8% | -105.7% | +36.7% |
| All | +131.3% | +215.8% | -84.6% | +94.6% |
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 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