+2.8%
MDLN vs USFD
+43.3%
-40.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +4.5% | -0.2% | +4.6% | +4.5% |
| 30D | +17.9% | +12.3% | +5.6% | +14.2% |
| 3M | +20.3% | -0.7% | +21.0% | +18.8% |
| 6M | +7.4% | +31.3% | -23.9% | +1.7% |
| YTD | +0.4% | +45.7% | -45.3% | -6.6% |
| All | +2.8% | +43.3% | -40.4% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling