+162.8%
USFD vs MLM
+15.1%
+147.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -3.0% | -2.9% | -0.1% | -2.1% |
| 30D | +3.5% | -6.8% | +10.4% | +5.8% |
| 3M | +26.6% | -11.2% | +37.8% | +30.7% |
| 6M | +11.7% | -21.8% | +33.5% | +20.8% |
| YTD | +38.1% | -17.0% | +55.1% | +45.3% |
| 1Y | +33.4% | -16.4% | +49.8% | +39.6% |
| All | +162.8% | +15.1% | +147.6% | +143.1% |
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