+317.7%
USFD vs MTCH
+219.7%
+98.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | +3.5% | +9.7% | -6.2% | +1.4% |
| 3M | +26.6% | +21.1% | +5.5% | +21.0% |
| 6M | +11.7% | +37.5% | -25.8% | +3.7% |
| YTD | +38.1% | +31.9% | +6.2% | +28.7% |
| 1Y | +33.4% | +14.6% | +18.8% | +28.1% |
| 3Y | +155.8% | -6.2% | +162.0% | +149.5% |
| 5Y | +214.0% | -70.6% | +284.6% | +279.5% |
| 10Y | +320.4% | +185.6% | +134.8% | +275.2% |
| All | +317.7% | +219.7% | +98.0% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling