+282.8%
MRK vs USFD
+329.0%
-46.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.6% |
| 6M | +26.8% | +11.7% | +15.1% | +25.1% |
| YTD | +44.9% | +38.1% | +6.8% | +39.5% |
| 1Y | +84.8% | +33.4% | +51.5% | +78.5% |
| 3Y | +50.1% | +155.8% | -105.7% | +34.5% |
| 5Y | +127.4% | +214.0% | -86.6% | +96.9% |
| 10Y | +240.0% | +320.4% | -80.4% | +176.3% |
| All | +282.8% | +329.0% | -46.2% | +208.5% |
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