-24.7%
MDB vs USFD
+215.8%
-240.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -17.4% | -3.0% | -14.4% | -15.8% |
| 30D | -2.0% | +3.5% | -5.6% | -4.3% |
| 3M | -3.0% | +26.6% | -29.6% | -17.2% |
| 6M | +48.7% | +11.7% | +37.0% | +35.0% |
| YTD | -12.1% | +38.1% | -50.3% | -33.2% |
| 1Y | +14.5% | +33.4% | -18.9% | -11.5% |
| 3Y | -6.1% | +155.8% | -162.0% | -57.7% |
| All | -24.7% | +215.8% | -240.6% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling