+341.3%
USFD vs MDY
+186.3%
+155.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | -0.4% |
| 7D | +3.9% | +0.7% | +3.2% | +3.1% |
| 30D | +12.8% | +1.3% | +11.5% | +11.1% |
| 3M | +1.0% | -4.1% | +5.1% | +5.6% |
| 6M | +30.3% | +1.0% | +29.3% | +27.9% |
| YTD | +46.0% | +13.3% | +32.6% | +24.9% |
| 1Y | +49.6% | +15.7% | +33.9% | +24.9% |
| 3Y | +166.3% | +59.6% | +106.7% | +47.0% |
| 5Y | +208.4% | +36.3% | +172.1% | +106.8% |
| 10Y | +371.2% | +173.6% | +197.6% | +58.7% |
| All | +341.3% | +186.3% | +155.1% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling