+213.8%
USFD vs MKTX
-54.4%
+268.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +12.3% | +0.9% | +11.4% | +12.2% |
| 3M | -0.7% | +2.7% | -3.4% | -1.1% |
| 6M | +31.3% | +15.6% | +15.7% | +28.2% |
| YTD | +45.7% | -7.0% | +52.7% | +47.6% |
| 1Y | +52.1% | -1.2% | +53.4% | +52.3% |
| 3Y | +158.2% | -22.2% | +180.4% | +160.7% |
| 5Y | +213.8% | -53.7% | +267.5% | +267.6% |
| All | +213.8% | -54.4% | +268.1% | +267.6% |
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