-35.2%
MOD vs USFD
+46.1%
-81.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -25.5% | +3.0% | -28.5% | -24.7% |
| 30D | -49.0% | +11.1% | -60.1% | -48.9% |
| 3M | -49.8% | -0.3% | -49.5% | -48.9% |
| 6M | -64.8% | +15.9% | -80.7% | -65.4% |
| YTD | -27.6% | +41.6% | -69.3% | -37.5% |
| 1Y | -35.2% | +49.4% | -84.6% | -46.5% |
| All | -35.2% | +46.1% | -81.3% | -46.5% |
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 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