+212.6%
USFD vs MKTX
-61.3%
+273.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.3% | +0.4% | -3.8% | -3.4% |
| 30D | -5.3% | +1.0% | -6.3% | -5.4% |
| 3M | +18.8% | +41.3% | -22.5% | +12.2% |
| 6M | +14.3% | -11.3% | +25.6% | +16.8% |
| YTD | +36.9% | -8.6% | +45.4% | +38.9% |
| 1Y | +31.7% | -11.1% | +42.8% | +34.2% |
| 3Y | +164.5% | -24.5% | +189.0% | +166.9% |
| 5Y | +212.6% | -61.4% | +274.0% | +257.9% |
| All | +212.6% | -61.3% | +273.8% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling