+277.0%
MRK vs USFD
+352.6%
-75.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | +1.2% | +12.3% | -11.1% | -0.2% |
| 3M | +13.5% | -0.7% | +14.2% | +13.5% |
| 6M | +34.0% | +31.3% | +2.7% | +29.8% |
| YTD | +42.7% | +45.7% | -3.0% | +36.5% |
| 1Y | +66.6% | +52.1% | +14.4% | +58.6% |
| 3Y | +59.1% | +158.2% | -99.2% | +42.4% |
| 5Y | +104.1% | +213.8% | -109.6% | +76.9% |
| 10Y | +227.3% | +367.0% | -139.7% | +164.9% |
| All | +277.0% | +352.6% | -75.6% | +201.8% |
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