+61.6%
MDT vs USFD
+368.6%
-307.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.1% |
| 7D | +3.5% | +3.9% | -0.4% | +2.4% |
| 30D | +16.2% | +12.8% | +3.3% | +12.4% |
| 3M | +18.9% | +1.0% | +17.9% | +18.4% |
| 6M | +37.3% | +30.3% | +7.1% | +27.4% |
| YTD | +9.7% | +46.0% | -36.2% | -1.9% |
| 1Y | +15.2% | +49.6% | -34.4% | +2.1% |
| 3Y | +61.8% | +166.3% | -104.5% | +21.2% |
| 5Y | -1.4% | +208.4% | -209.8% | -30.8% |
| 10Y | +61.6% | +371.2% | -309.7% | -2.5% |
| All | +61.6% | +368.6% | -307.0% | -2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling