+10.9%
MMM vs USFD
+50.4%
-39.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | +14.4% | +10.6% | +3.9% | +11.3% |
| 3M | +1.8% | -2.4% | +4.2% | +2.1% |
| 6M | +31.3% | +28.9% | +2.4% | +21.7% |
| YTD | +18.0% | +43.7% | -25.8% | +6.7% |
| 1Y | +10.9% | +48.5% | -37.6% | -0.6% |
| All | +10.9% | +50.4% | -39.5% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling