+49.8%
USFD vs MTB
+27.0%
+22.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.2% |
| 7D | +7.8% | +2.0% | +5.8% | +7.4% |
| 30D | +16.2% | +2.9% | +13.2% | +15.4% |
| 3M | +11.0% | -10.7% | +21.7% | +13.4% |
| 6M | +20.7% | +6.3% | +14.4% | +18.9% |
| YTD | +46.0% | +13.8% | +32.2% | +39.4% |
| 1Y | +49.8% | +27.7% | +22.1% | +39.9% |
| All | +49.8% | +27.0% | +22.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling