+444.4%
MTZ vs USFD
+375.5%
+68.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +12.9% | -0.2% | +13.0% | +13.1% |
| 30D | -8.5% | +12.3% | -20.9% | -14.0% |
| 3M | -30.6% | -0.7% | -29.9% | -31.1% |
| 6M | -55.1% | +31.3% | -86.4% | -61.1% |
| YTD | -13.0% | +45.7% | -58.7% | -28.9% |
| 1Y | -4.3% | +52.1% | -56.4% | -23.4% |
| 3Y | +284.0% | +158.2% | +125.8% | +141.8% |
| 5Y | +97.7% | +213.8% | -116.1% | +10.9% |
| 10Y | +444.4% | +367.0% | +77.4% | +146.1% |
| All | +444.4% | +375.5% | +68.9% | +146.1% |
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