+64.7%
MDT vs USFD
+352.6%
-287.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +10.5% | +12.3% | -1.8% | +7.1% |
| 3M | +13.0% | -0.7% | +13.7% | +13.0% |
| 6M | +38.7% | +31.3% | +7.4% | +28.4% |
| YTD | +8.5% | +45.7% | -37.2% | -3.0% |
| 1Y | +10.0% | +52.1% | -42.1% | -2.8% |
| 3Y | +58.6% | +158.2% | -99.6% | +19.9% |
| 5Y | -0.3% | +213.8% | -214.0% | -30.3% |
| 10Y | +61.3% | +367.0% | -305.8% | -6.6% |
| All | +64.7% | +352.6% | -287.9% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling