-11.5%
MTZ vs USFD
+46.1%
-57.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.5% |
| 7D | -6.4% | +3.0% | -9.4% | -6.2% |
| 30D | -22.1% | +11.1% | -33.1% | -22.9% |
| 3M | -32.7% | -0.3% | -32.4% | -32.3% |
| 6M | -59.8% | +15.9% | -75.7% | -61.1% |
| YTD | -19.9% | +41.6% | -61.5% | -30.7% |
| 1Y | -11.5% | +49.4% | -60.9% | -25.8% |
| All | -11.5% | +46.1% | -57.6% | -25.8% |
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 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