+53.0%
MDT vs USFD
+159.2%
-106.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +5.4% | +3.0% | +2.5% | +4.7% |
| 30D | +19.1% | +11.1% | +8.0% | +16.3% |
| 3M | +19.5% | -0.3% | +19.7% | +19.3% |
| 6M | +33.5% | +15.9% | +17.6% | +28.8% |
| YTD | +8.7% | +41.6% | -32.9% | -0.6% |
| 1Y | +16.8% | +49.4% | -32.6% | +5.3% |
| 3Y | +53.0% | +157.8% | -104.9% | +30.9% |
| All | +53.0% | +159.2% | -106.3% | +30.9% |
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