+321.0%
USFD vs MLM
+199.9%
+121.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -3.0% | -2.9% | -0.1% | -1.4% |
| 30D | +3.5% | -6.8% | +10.4% | +7.7% |
| 3M | +26.6% | -11.2% | +37.8% | +34.1% |
| 6M | +11.7% | -21.8% | +33.5% | +27.7% |
| YTD | +38.1% | -17.0% | +55.1% | +50.8% |
| 1Y | +33.4% | -16.4% | +49.8% | +44.4% |
| 3Y | +155.8% | +14.5% | +141.3% | +118.7% |
| 5Y | +214.0% | +41.7% | +172.3% | +125.6% |
| All | +321.0% | +199.9% | +121.1% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling