+935.8%
MTZ vs USFD
+329.0%
+606.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -3.0% | +1.4% | -0.3% |
| 30D | -11.1% | +3.5% | -14.6% | -12.6% |
| 3M | -36.7% | +26.6% | -63.3% | -43.7% |
| 6M | -21.9% | +11.7% | -33.6% | -26.7% |
| YTD | +9.1% | +38.1% | -29.0% | -7.6% |
| 1Y | +30.0% | +33.4% | -3.4% | +11.5% |
| 3Y | +138.5% | +155.8% | -17.4% | +52.8% |
| 5Y | +158.3% | +214.0% | -55.7% | +46.8% |
| 10Y | +700.8% | +320.4% | +380.4% | +280.7% |
| All | +935.8% | +329.0% | +606.7% | +391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling