+52.1%
USFD vs MDY
+14.9%
+37.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +1.5% |
| 7D | +3.9% | +0.7% | +3.2% | +3.6% |
| 30D | +12.8% | +1.3% | +11.5% | +12.1% |
| 3M | +1.0% | -4.1% | +5.1% | +2.6% |
| 6M | +30.3% | +1.0% | +29.3% | +29.1% |
| YTD | +46.0% | +13.3% | +32.6% | +34.0% |
| All | +52.1% | +14.9% | +37.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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