+51.4%
MDT vs USFD
+329.0%
-277.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.2% | -3.0% | +6.2% | +4.1% |
| 30D | +9.5% | +3.5% | +6.0% | +8.4% |
| 3M | +16.0% | +26.6% | -10.6% | +8.6% |
| 6M | +0.2% | +11.7% | -11.5% | -3.1% |
| YTD | -0.3% | +38.1% | -38.4% | -9.4% |
| 1Y | +4.7% | +33.4% | -28.7% | -4.1% |
| 3Y | +26.5% | +155.8% | -129.3% | -4.1% |
| 5Y | -18.2% | +214.0% | -232.2% | -42.9% |
| 10Y | +40.0% | +320.4% | -280.3% | -17.5% |
| All | +51.4% | +329.0% | -277.7% | -11.5% |
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