+39.1%
MDT vs USFD
+322.5%
-283.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +0.4% | -3.3% | +3.7% | +1.3% |
| 30D | +6.0% | -5.3% | +11.3% | +7.5% |
| 3M | +15.5% | +18.8% | -3.2% | +10.1% |
| 6M | +3.4% | +14.3% | -10.9% | -0.7% |
| YTD | -2.2% | +36.9% | -39.0% | -11.0% |
| 1Y | +2.6% | +31.7% | -29.1% | -5.8% |
| 3Y | +27.5% | +164.5% | -137.0% | -4.4% |
| 5Y | -20.1% | +212.6% | -232.6% | -44.3% |
| 10Y | +39.1% | +329.7% | -290.7% | -18.6% |
| All | +39.1% | +322.5% | -283.4% | -18.6% |
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