+164.5%
USFD vs MTCH
-3.6%
+168.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -3.3% | -1.8% | -1.5% | -3.1% |
| 30D | -5.3% | +10.4% | -15.8% | -6.5% |
| 3M | +18.8% | +21.0% | -2.2% | +15.7% |
| 6M | +14.3% | +36.6% | -22.3% | +9.5% |
| YTD | +36.9% | +29.7% | +7.2% | +31.7% |
| 1Y | +31.7% | +8.6% | +23.1% | +30.2% |
| 3Y | +164.5% | -2.7% | +167.2% | +168.9% |
| All | +164.5% | -3.6% | +168.1% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling