+354.1%
USFD vs MKC
+25.8%
+328.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +1.7% | -3.0% | +4.6% | +2.5% |
| 30D | +10.2% | +4.8% | +5.3% | +8.8% |
| 3M | -1.5% | -12.8% | +11.3% | +2.1% |
| 6M | +27.3% | +5.0% | +22.3% | +25.3% |
| YTD | +44.0% | -29.1% | +73.0% | +56.9% |
| 1Y | +50.4% | -26.4% | +76.7% | +62.1% |
| 3Y | +153.6% | -21.6% | +175.2% | +165.3% |
| 5Y | +219.0% | -35.2% | +254.2% | +248.8% |
| All | +354.1% | +25.8% | +328.3% | +310.8% |
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