+226.9%
MTZ vs USFD
+159.7%
+67.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.2% |
| 7D | -10.6% | +3.9% | -14.5% | -12.4% |
| 30D | -30.4% | +10.7% | -41.1% | -33.8% |
| 3M | -40.4% | +6.3% | -46.7% | -42.4% |
| 6M | -63.7% | +16.2% | -79.9% | -66.9% |
| YTD | -26.9% | +41.9% | -68.7% | -42.3% |
| 1Y | -20.2% | +44.2% | -64.4% | -37.8% |
| All | +226.9% | +159.7% | +67.2% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling