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Equity Based Compensation - Summary of Assumptions Used in Black-Scholes Option-Pricing Model and Monte-Carlo Simulation along with Weighted-Average Grant Date Fair Value (Detail)	12 Months Ended
	Mar. 30, 2019 $ / shares
Stock Options [Member]
Weighted-average assumptions used:
Expected volatility	25.80%
Risk-free interest rate	2.40%
Expected term, in years	5 years 9 months
Weighted average grant date fair value per share	$ 3.93
Performance Share Units [Member]
Weighted-average assumptions used:
Expected volatility	29.50%
Risk-free interest rate	2.40%
Expected term, in years	2 years 5 months 26 days
Weighted average grant date fair value per share	$ 3.62

X

- Definition

The weighted average fair value at grant date for nonvested equity-based awards issued during the period on other than stock (or unit) option plans (for example, phantom stock or unit plan, stock or unit appreciation rights plan, performance target plan).

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
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-Paragraph 2
-Subparagraph (c)(2)(iii)(1)
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The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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- Definition

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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