+353.3%
USFD vs MTCH
+143.8%
+209.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | +1.3% | +6.7% | -5.4% | -0.2% |
| 30D | +10.6% | -1.4% | +11.9% | +10.8% |
| 3M | -2.4% | +14.8% | -17.2% | -5.6% |
| 6M | +28.9% | +19.4% | +9.5% | +23.0% |
| YTD | +43.7% | +32.3% | +11.4% | +33.1% |
| 1Y | +48.5% | +29.5% | +19.0% | +38.2% |
| 3Y | +154.7% | +47.2% | +107.5% | +123.2% |
| 5Y | +218.4% | -70.2% | +288.6% | +289.5% |
| All | +353.3% | +143.8% | +209.6% | +294.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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