+165.7%
USFD vs MLM
+27.5%
+138.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +7.6% |
| 7D | +7.8% | +9.1% | -1.3% | +4.7% |
| 30D | +16.2% | +14.6% | +1.5% | +11.0% |
| 3M | +11.0% | +0.3% | +10.7% | +10.7% |
| 6M | +20.7% | -7.5% | +28.2% | +23.2% |
| YTD | +46.0% | -10.2% | +56.2% | +49.6% |
| 1Y | +49.8% | -10.5% | +60.3% | +53.5% |
| All | +165.7% | +27.5% | +138.2% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling