+10.5%
MDT vs USFD
+49.2%
-38.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | +1.7% | -0.6% | +0.7% |
| 30D | +9.2% | +10.2% | -1.0% | +7.0% |
| 3M | +14.5% | -1.5% | +16.0% | +14.4% |
| 6M | +37.3% | +27.3% | +10.0% | +31.4% |
| YTD | +9.8% | +44.0% | -34.2% | +1.1% |
| 1Y | +10.5% | +50.4% | -39.8% | +0.3% |
| All | +10.5% | +49.2% | -38.7% | +0.3% |
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