+340.6%
USFD vs MKTX
+30.8%
+309.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.5% |
| YTD | +45.7% | -7.0% | +52.7% | +46.6% |
| 1Y | +52.1% | -1.2% | +53.4% | +51.3% |
| 3Y | +158.2% | -22.2% | +180.4% | +161.4% |
| 5Y | +213.8% | -53.7% | +267.5% | +245.9% |
| 10Y | +367.0% | +13.0% | +354.0% | +291.9% |
| All | +340.6% | +30.8% | +309.8% | +269.9% |
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 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