+308.6%
USFD vs MKTX
+5.1%
+303.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -13.1% | +0.8% | -13.9% | -13.2% |
| 3M | +6.5% | +41.1% | -34.6% | -0.1% |
| 6M | +5.7% | -9.5% | +15.3% | +7.0% |
| YTD | +27.5% | -8.7% | +36.2% | +28.7% |
| 1Y | +23.4% | -10.0% | +33.4% | +24.7% |
| 3Y | +146.4% | -24.6% | +171.0% | +149.8% |
| 5Y | +196.8% | -60.3% | +257.1% | +236.4% |
| All | +308.6% | +5.1% | +303.5% | +241.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling