+124.3%
MOD vs USFD
+159.7%
-35.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -6.1% |
| 7D | -34.2% | +3.9% | -38.1% | -36.0% |
| 30D | -51.9% | +10.7% | -62.6% | -55.0% |
| 3M | -53.0% | +6.3% | -59.4% | -55.2% |
| 6M | -66.4% | +16.2% | -82.6% | -70.4% |
| YTD | -31.5% | +41.9% | -73.4% | -50.4% |
| 1Y | -39.6% | +44.2% | -83.8% | -56.9% |
| All | +124.3% | +159.7% | -35.3% | -4.8% |
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