-5.9%
MDB vs USFD
+159.2%
-165.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -11.4% | +3.0% | -14.3% | -12.1% |
| 30D | -13.8% | +11.1% | -24.9% | -16.6% |
| 3M | -15.5% | -0.3% | -15.2% | -15.5% |
| 6M | +17.9% | +15.9% | +2.1% | +12.3% |
| YTD | -25.5% | +41.6% | -67.1% | -38.0% |
| 1Y | -12.1% | +49.4% | -61.5% | -29.9% |
| 3Y | -5.9% | +157.8% | -163.7% | -41.9% |
| All | -5.9% | +159.2% | -165.1% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling