+305.5%
USFD vs MKC
+29.9%
+275.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -8.4% | -1.5% | -6.9% | -8.0% |
| 30D | -14.1% | -3.1% | -10.9% | -13.4% |
| 3M | +4.5% | +5.2% | -0.7% | +2.9% |
| 6M | +4.4% | -12.8% | +17.2% | +7.8% |
| YTD | +26.6% | -23.3% | +49.9% | +35.2% |
| 1Y | +19.4% | -24.1% | +43.5% | +27.6% |
| 3Y | +144.6% | -32.1% | +176.7% | +166.4% |
| 5Y | +194.5% | -32.8% | +227.3% | +218.8% |
| All | +305.5% | +29.9% | +275.7% | +265.6% |
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