+43.4%
MMM vs USFD
+215.4%
-172.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | +12.1% | +10.2% | +2.0% | +8.3% |
| 3M | +1.4% | -1.5% | +2.9% | +1.8% |
| 6M | +26.6% | +27.3% | -0.8% | +15.0% |
| YTD | +16.8% | +44.0% | -27.2% | +0.6% |
| 1Y | +10.1% | +50.4% | -40.3% | -7.0% |
| 3Y | +158.4% | +153.6% | +4.9% | +81.8% |
| All | +43.4% | +215.4% | -172.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling