I think the food brands they sell may not be "off brands", just that they are local/regional brands more relative to their WI headquarters. For instance, the sodas they sell in the coolers at the checkouts are from Wisconsin and we don't have them in grocery stores here (though you can find them in specialty stores or candy stores). Snacks (chips, pretzels, etc) are often very regional too - I'll bet you can name 2-3 potato chip brands that people outside of MI have never heard of and I can do the same for SW Ohio.
I do know that one of the the door brands they sell (storm, entry, etc) is their own, just with a different name (Mastercraft). This company produces a variety of building products too and Menards owns that manufacturing company.