+150.0%
USFD vs MOH
-39.4%
+189.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.4% |
| 7D | -7.0% | -4.2% | -2.8% | -6.7% |
| 30D | -10.3% | -2.4% | -7.9% | -10.2% |
| 3M | +9.2% | -4.4% | +13.6% | +9.4% |
| 6M | +7.4% | +32.9% | -25.5% | +5.2% |
| YTD | +29.4% | +11.9% | +17.5% | +27.1% |
| 1Y | +24.8% | +6.9% | +17.9% | +22.5% |
| All | +150.0% | -39.4% | +189.4% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling