+57.4%
MDT vs USFD
+156.3%
-98.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | +1.7% | -0.6% | +0.6% |
| 30D | +9.2% | +10.2% | -1.0% | +6.7% |
| 3M | +14.5% | -1.5% | +16.0% | +14.6% |
| 6M | +37.3% | +27.3% | +10.0% | +29.8% |
| YTD | +9.8% | +44.0% | -34.2% | +0.1% |
| 1Y | +10.5% | +50.4% | -39.8% | -0.4% |
| 3Y | +57.4% | +153.6% | -96.1% | +35.0% |
| All | +57.4% | +156.3% | -98.8% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling