+49.8%
USFD vs MKTX
+5.4%
+44.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +7.8% | +0.5% | +7.4% | +7.9% |
| 30D | +16.2% | +1.0% | +15.2% | +16.2% |
| 3M | +11.0% | +2.5% | +8.5% | +11.1% |
| 6M | +20.7% | +8.0% | +12.7% | +21.4% |
| YTD | +46.0% | -7.3% | +53.2% | +48.9% |
| 1Y | +49.8% | +4.7% | +45.1% | +51.7% |
| All | +49.8% | +5.4% | +44.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling