+340.6%
USFD vs MTCH
+219.5%
+121.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.0% |
| 7D | -0.2% | +3.5% | -3.7% | -0.9% |
| 30D | +12.3% | +0.3% | +12.1% | +12.2% |
| 3M | -0.7% | +13.7% | -14.4% | -3.6% |
| 6M | +31.3% | +17.6% | +13.7% | +25.9% |
| YTD | +45.7% | +31.8% | +13.9% | +35.5% |
| 1Y | +52.1% | +29.2% | +22.9% | +42.1% |
| 3Y | +158.2% | +46.7% | +111.5% | +127.9% |
| 5Y | +213.8% | -70.9% | +284.7% | +280.6% |
| 10Y | +367.0% | +155.1% | +212.0% | +318.6% |
| All | +340.6% | +219.5% | +121.1% | +301.4% |
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 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