+371.2%
USFD vs MKC
+25.4%
+345.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.4% |
| 7D | +3.9% | -1.9% | +5.8% | +4.5% |
| 30D | +12.8% | +8.0% | +4.9% | +10.6% |
| 3M | +1.0% | -8.6% | +9.6% | +3.3% |
| 6M | +30.3% | +1.1% | +29.2% | +29.5% |
| YTD | +46.0% | -27.7% | +73.6% | +58.2% |
| 1Y | +49.6% | -23.7% | +73.3% | +59.7% |
| 3Y | +166.3% | -19.4% | +185.7% | +176.4% |
| 5Y | +208.4% | -33.3% | +241.7% | +234.6% |
| 10Y | +371.2% | +24.0% | +347.2% | +332.3% |
| All | +371.2% | +25.4% | +345.9% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling