-7.0%
MDB vs USFD
+50.4%
-57.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.2% |
| 7D | +11.6% | +1.3% | +10.2% | +11.8% |
| 30D | -8.9% | +10.6% | -19.5% | -6.8% |
| 3M | -22.4% | -2.4% | -20.0% | -22.6% |
| 6M | +10.1% | +28.9% | -18.9% | +20.6% |
| YTD | -19.0% | +43.7% | -62.8% | -11.3% |
| 1Y | -7.0% | +48.5% | -55.5% | +1.9% |
| All | -7.0% | +50.4% | -57.4% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling