+920.8%
MDB vs USFD
+305.2%
+615.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.6% | +3.8% |
| 7D | -0.9% | +3.9% | -4.8% | -2.1% |
| 30D | -15.2% | +12.8% | -28.0% | -18.3% |
| 3M | -17.9% | +1.0% | -18.9% | -18.5% |
| 6M | +9.3% | +30.3% | -20.9% | +0.2% |
| YTD | -22.0% | +46.0% | -68.0% | -31.9% |
| 1Y | -9.3% | +49.6% | -58.9% | -21.6% |
| 3Y | -10.4% | +166.3% | -176.6% | -34.4% |
| 5Y | -43.2% | +208.4% | -251.6% | -60.0% |
| All | +920.8% | +305.2% | +615.6% | +640.6% |
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