+935.2%
MDB vs USFD
+304.9%
+630.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -1.0% | +8.4% | -9.4% | -3.3% |
| 30D | -14.0% | +12.7% | -26.7% | -17.1% |
| 3M | -20.3% | +1.1% | -21.4% | -20.9% |
| 6M | +10.9% | +30.2% | -19.3% | +1.7% |
| YTD | -20.9% | +45.8% | -66.7% | -30.9% |
| 1Y | -11.2% | +51.9% | -63.1% | -23.5% |
| 3Y | -11.9% | +158.5% | -170.4% | -35.0% |
| 5Y | -40.2% | +208.0% | -248.2% | -57.8% |
| All | +935.2% | +304.9% | +630.3% | +651.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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