+334.6%
USFD vs MTB
+148.9%
+185.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +10.6% | +0.8% | +9.7% | +10.1% |
| 3M | -2.4% | -12.8% | +10.3% | +5.3% |
| 6M | +28.9% | +6.7% | +22.2% | +23.5% |
| YTD | +43.7% | +11.3% | +32.4% | +33.6% |
| 1Y | +48.5% | +20.2% | +28.3% | +31.8% |
| 3Y | +154.7% | +103.8% | +51.0% | +57.6% |
| 5Y | +218.4% | +60.9% | +157.5% | +116.6% |
| 10Y | +360.6% | +115.0% | +245.6% | +148.8% |
| All | +334.6% | +148.9% | +185.7% | +131.4% |
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