+308.6%
USFD vs MTCH
+203.9%
+104.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | -8.0% | -1.4% | -6.6% | -7.7% |
| 30D | -13.1% | +13.6% | -26.7% | -15.6% |
| 3M | +6.5% | +22.4% | -15.9% | +1.4% |
| 6M | +5.7% | +37.2% | -31.4% | -2.1% |
| YTD | +27.5% | +31.8% | -4.3% | +18.6% |
| 1Y | +23.4% | +12.9% | +10.5% | +18.7% |
| 3Y | +146.4% | -1.1% | +147.6% | +137.1% |
| 5Y | +196.8% | -73.5% | +270.3% | +270.5% |
| All | +308.6% | +203.9% | +104.7% | +246.7% |
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