+317.7%
USFD vs MKTX
+28.6%
+289.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | +3.5% | +1.1% | +2.5% | +3.4% |
| 3M | +26.6% | +36.1% | -9.5% | +19.5% |
| 6M | +11.7% | -12.9% | +24.6% | +13.8% |
| YTD | +38.1% | -8.5% | +46.7% | +39.3% |
| 1Y | +33.4% | -7.5% | +40.9% | +34.1% |
| 3Y | +155.8% | -28.3% | +184.2% | +162.3% |
| 5Y | +214.0% | -63.3% | +277.3% | +260.1% |
| 10Y | +320.4% | +4.5% | +315.9% | +253.7% |
| All | +317.7% | +28.6% | +289.0% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling