+216.3%
USFD vs MTB
+101.8%
+114.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | +1.7% | -4.7% | -3.7% |
| 30D | +3.5% | -4.2% | +7.7% | +5.2% |
| 3M | +26.6% | +8.9% | +17.7% | +22.1% |
| 6M | +11.7% | +10.9% | +0.8% | +6.8% |
| YTD | +38.1% | +21.5% | +16.6% | +26.8% |
| 1Y | +33.4% | +21.9% | +11.5% | +22.0% |
| 3Y | +155.8% | +109.2% | +46.6% | +81.1% |
| All | +216.3% | +101.8% | +114.5% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling