-14.3%
MTZ vs USFD
+49.6%
-63.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +8.5% | -23.8% | -15.5% |
| 7D | -7.4% | +7.8% | -15.2% | -7.5% |
| 30D | -23.6% | +16.2% | -39.8% | -24.7% |
| 3M | -38.3% | +11.0% | -49.3% | -38.7% |
| 6M | -60.6% | +20.7% | -81.3% | -62.0% |
| YTD | -22.9% | +46.0% | -68.8% | -33.3% |
| 1Y | -14.3% | +49.8% | -64.1% | -27.0% |
| All | -14.3% | +49.6% | -63.9% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling