+104.9%
MMM vs USFD
+156.9%
-52.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.3% | -3.0% | -0.3% | -2.1% |
| 30D | -7.0% | +3.5% | -10.6% | -8.6% |
| 3M | +10.8% | +26.6% | -15.8% | -0.9% |
| 6M | +5.8% | +11.7% | -5.9% | 0.0% |
| YTD | +6.8% | +38.1% | -31.4% | -9.9% |
| 1Y | +10.4% | +33.4% | -23.0% | -5.3% |
| All | +104.9% | +156.9% | -52.0% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling