+328.2%
USFD vs MTB
+146.6%
+181.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.4% |
| 7D | +3.0% | -1.3% | +4.3% | +3.8% |
| 30D | +11.1% | +0.5% | +10.5% | +10.8% |
| 3M | -0.3% | -12.4% | +12.1% | +7.3% |
| 6M | +15.9% | +1.5% | +14.4% | +14.3% |
| YTD | +41.6% | +10.3% | +31.3% | +32.3% |
| 1Y | +49.4% | +22.2% | +27.2% | +31.3% |
| 3Y | +157.8% | +96.9% | +60.9% | +62.9% |
| 5Y | +176.6% | +64.3% | +112.3% | +85.2% |
| 10Y | +375.4% | +137.8% | +237.5% | +156.1% |
| All | +328.2% | +146.6% | +181.6% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling