+83.0%
MMM vs USFD
+368.6%
-285.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.1% |
| 7D | +5.8% | +3.9% | +1.8% | +4.8% |
| 30D | +17.9% | +12.8% | +5.1% | +14.7% |
| 3M | +3.6% | +1.0% | +2.6% | +3.3% |
| 6M | +32.9% | +30.3% | +2.6% | +24.4% |
| YTD | +19.5% | +46.0% | -26.5% | +8.6% |
| 1Y | +16.5% | +49.6% | -33.1% | +5.2% |
| 3Y | +167.2% | +166.3% | +0.9% | +112.5% |
| 5Y | +48.2% | +208.4% | -160.2% | +12.7% |
| 10Y | +83.0% | +371.2% | -288.2% | +28.1% |
| All | +83.0% | +368.6% | -285.6% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling