+367.0%
USFD vs MTB
+119.7%
+247.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.2% | -2.0% | +1.8% | +1.0% |
| 30D | +12.3% | +0.1% | +12.2% | +12.3% |
| 3M | -0.7% | -12.1% | +11.4% | +6.9% |
| 6M | +31.3% | +7.3% | +24.0% | +25.2% |
| YTD | +45.7% | +11.5% | +34.2% | +35.1% |
| 1Y | +52.1% | +21.3% | +30.9% | +33.9% |
| 3Y | +158.2% | +104.1% | +54.1% | +57.7% |
| 5Y | +213.8% | +61.8% | +151.9% | +110.2% |
| 10Y | +367.0% | +115.4% | +251.6% | +152.5% |
| All | +367.0% | +119.7% | +247.3% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling