+317.7%
USFD vs MDY
+191.0%
+126.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.0% | +0.1% | -3.2% | -3.2% |
| 30D | +3.5% | -1.5% | +5.0% | +5.1% |
| 3M | +26.6% | +0.8% | +25.8% | +24.8% |
| 6M | +11.7% | +7.4% | +4.3% | +2.1% |
| YTD | +38.1% | +15.2% | +22.9% | +16.2% |
| 1Y | +33.4% | +16.5% | +16.8% | +10.3% |
| 3Y | +155.8% | +46.8% | +109.0% | +56.6% |
| 5Y | +214.0% | +46.0% | +168.0% | +93.7% |
| 10Y | +320.4% | +172.1% | +148.3% | +39.6% |
| All | +317.7% | +191.0% | +126.6% | +37.8% |
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