+328.9%
USFD vs MLM
+195.8%
+133.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | +0.3% |
| 7D | +3.9% | -1.2% | +5.1% | +4.8% |
| 30D | +10.7% | +7.9% | +2.8% | +5.8% |
| 3M | +6.3% | -4.5% | +10.8% | +8.7% |
| 6M | +16.2% | -12.6% | +28.9% | +24.1% |
| YTD | +41.9% | -14.9% | +56.7% | +52.2% |
| 1Y | +44.2% | -13.1% | +57.3% | +52.5% |
| 3Y | +159.8% | +21.2% | +138.6% | +115.8% |
| 5Y | +177.1% | +32.0% | +145.1% | +111.4% |
| 10Y | +376.2% | +195.3% | +180.8% | +111.1% |
| All | +328.9% | +195.8% | +133.2% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling