+84.9%
MMM vs USFD
+340.6%
-255.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.5% |
| 7D | +5.9% | +3.9% | +1.9% | +5.0% |
| 30D | +14.7% | +10.7% | +4.1% | +12.1% |
| 3M | +3.6% | +6.3% | -2.8% | +2.0% |
| 6M | +32.7% | +16.2% | +16.5% | +27.7% |
| YTD | +18.9% | +41.9% | -22.9% | +8.9% |
| 1Y | +16.4% | +44.2% | -27.8% | +6.0% |
| 3Y | +159.8% | +159.8% | 0.0% | +108.2% |
| 5Y | +47.2% | +177.1% | -129.9% | +14.4% |
| 10Y | +86.5% | +376.2% | -289.7% | +29.7% |
| All | +84.9% | +340.6% | -255.7% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling