+164.5%
USFD vs MDY
+51.1%
+113.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.5% |
| 7D | -3.3% | +1.0% | -4.4% | -4.0% |
| 30D | -5.3% | -3.1% | -2.2% | -3.3% |
| 3M | +18.8% | +1.8% | +16.9% | +17.0% |
| 6M | +14.3% | +10.8% | +3.5% | +5.9% |
| YTD | +36.9% | +14.4% | +22.4% | +23.5% |
| 1Y | +31.7% | +15.2% | +16.5% | +18.1% |
| 3Y | +164.5% | +51.2% | +113.3% | +94.5% |
| All | +164.5% | +51.1% | +113.4% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling