+167.2%
MMM vs USFD
+167.5%
-0.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.5% |
| 7D | +5.8% | +3.9% | +1.8% | +4.0% |
| 30D | +17.9% | +12.8% | +5.1% | +12.0% |
| 3M | +3.6% | +1.0% | +2.6% | +2.9% |
| 6M | +32.9% | +30.3% | +2.6% | +17.1% |
| YTD | +19.5% | +46.0% | -26.5% | -1.9% |
| 1Y | +16.5% | +49.6% | -33.1% | -5.8% |
| 3Y | +167.2% | +166.3% | +0.9% | +67.5% |
| All | +167.2% | +167.5% | -0.3% | +67.5% |
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 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