+95.0%
MTZ vs USFD
+215.4%
-120.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +5.0% | +1.7% | +3.3% | +4.3% |
| 30D | -6.0% | +10.2% | -16.2% | -10.7% |
| 3M | -36.1% | -1.5% | -34.6% | -36.2% |
| 6M | -56.9% | +27.3% | -84.2% | -62.4% |
| YTD | -15.9% | +44.0% | -59.9% | -32.2% |
| 1Y | -3.8% | +50.4% | -54.2% | -24.3% |
| 3Y | +272.3% | +153.6% | +118.7% | +125.6% |
| All | +95.0% | +215.4% | -120.5% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling