+69.4%
MTZ vs USFD
+184.3%
-114.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.0% |
| 7D | -10.6% | +3.9% | -14.5% | -12.7% |
| 30D | -30.4% | +10.7% | -41.1% | -34.0% |
| 3M | -40.4% | +6.3% | -46.7% | -42.7% |
| 6M | -63.7% | +16.2% | -79.9% | -66.8% |
| YTD | -26.9% | +41.9% | -68.7% | -40.4% |
| 1Y | -20.2% | +44.2% | -64.4% | -35.5% |
| 3Y | +208.1% | +159.8% | +48.4% | +87.8% |
| 5Y | +69.4% | +177.1% | -107.7% | -7.1% |
| All | +69.4% | +184.3% | -114.9% | -7.1% |
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 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