+157.8%
USFD vs MKC
-18.6%
+176.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.7% |
| 7D | +3.0% | +2.3% | +0.6% | +2.4% |
| 30D | +11.1% | +8.1% | +3.0% | +9.0% |
| 3M | -0.3% | -6.4% | +6.2% | +1.2% |
| 6M | +15.9% | +1.8% | +14.1% | +15.2% |
| YTD | +41.6% | -26.9% | +68.5% | +51.9% |
| 1Y | +49.4% | -21.7% | +71.1% | +57.6% |
| 3Y | +157.8% | -18.7% | +176.6% | +169.7% |
| All | +157.8% | -18.6% | +176.4% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling