+23.4%
USFD vs MKTX
-10.9%
+34.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.1% |
| 3M | +6.5% | +41.1% | -34.6% | +7.2% |
| 6M | +5.7% | -9.5% | +15.3% | +7.4% |
| YTD | +27.5% | -8.7% | +36.2% | +30.6% |
| 1Y | +23.4% | -10.0% | +33.4% | +28.9% |
| All | +23.4% | -10.9% | +34.4% | +28.9% |
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