+317.7%
USFD vs MOH
+315.1%
+2.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | +3.5% | +2.9% | +0.6% | +2.9% |
| 3M | +26.6% | +4.1% | +22.4% | +25.3% |
| 6M | +11.7% | +33.8% | -22.1% | +5.6% |
| YTD | +38.1% | +15.7% | +22.4% | +32.1% |
| 1Y | +33.4% | +17.5% | +15.8% | +26.2% |
| 3Y | +155.8% | -35.3% | +191.1% | +160.7% |
| 5Y | +214.0% | -26.9% | +241.0% | +209.0% |
| 10Y | +320.4% | +262.9% | +57.5% | +226.0% |
| All | +317.7% | +315.1% | +2.5% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling