+80.3%
MMM vs USFD
+369.7%
-289.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +6.2% | +3.0% | +3.2% | +5.5% |
| 30D | +14.2% | +11.1% | +3.1% | +11.5% |
| 3M | +2.9% | -0.3% | +3.2% | +2.9% |
| 6M | +27.6% | +15.9% | +11.7% | +22.8% |
| YTD | +17.3% | +41.6% | -24.3% | +7.4% |
| 1Y | +15.1% | +49.4% | -34.3% | +3.9% |
| 3Y | +157.1% | +157.8% | -0.7% | +106.1% |
| 5Y | +45.1% | +176.6% | -131.5% | +12.7% |
| All | +80.3% | +369.7% | -289.4% | +27.0% |
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 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