+216.3%
USFD vs MKC
-33.7%
+250.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.0% | -5.9% | +2.9% | -1.3% |
| 30D | +3.5% | -0.9% | +4.4% | +3.7% |
| 3M | +26.6% | +12.7% | +13.8% | +21.9% |
| 6M | +11.7% | -19.3% | +31.0% | +18.4% |
| YTD | +38.1% | -22.2% | +60.3% | +47.8% |
| 1Y | +33.4% | -23.3% | +56.7% | +43.1% |
| 3Y | +155.8% | -30.0% | +185.8% | +179.2% |
| All | +216.3% | -33.7% | +250.0% | +257.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling