+317.7%
USFD vs MTB
+171.6%
+146.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | +1.7% | -4.7% | -4.0% |
| 30D | +3.5% | -4.2% | +7.7% | +5.9% |
| 3M | +26.6% | +8.9% | +17.7% | +20.2% |
| 6M | +11.7% | +10.9% | +0.8% | +4.6% |
| YTD | +38.1% | +21.5% | +16.6% | +22.2% |
| 1Y | +33.4% | +21.9% | +11.5% | +17.3% |
| 3Y | +155.8% | +109.2% | +46.6% | +55.6% |
| 5Y | +214.0% | +102.0% | +112.1% | +83.7% |
| 10Y | +320.4% | +171.9% | +148.4% | +113.9% |
| All | +317.7% | +171.6% | +146.1% | +111.7% |
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