-17.0%
MDLN vs USFD
+27.2%
-44.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.6% | -0.9% |
| 7D | -6.2% | -7.0% | +0.8% | -5.1% |
| 30D | +0.7% | -10.3% | +11.0% | +2.5% |
| 3M | -5.4% | +9.2% | -14.6% | -6.7% |
| 6M | -21.6% | +7.4% | -29.0% | -22.8% |
| YTD | -18.9% | +29.4% | -48.3% | -22.0% |
| All | -17.0% | +27.2% | -44.2% | -19.9% |
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