+569.6%
MA vs USFD
+375.5%
+194.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +11.0% | +12.3% | -1.3% | +6.9% |
| 3M | +17.9% | -0.7% | +18.6% | +17.8% |
| 6M | +33.2% | +31.3% | +1.9% | +21.3% |
| YTD | +16.5% | +45.7% | -29.2% | +1.2% |
| 1Y | +19.1% | +52.1% | -33.0% | +1.8% |
| 3Y | +70.6% | +158.2% | -87.7% | +20.9% |
| 5Y | +92.1% | +213.8% | -121.6% | +25.4% |
| 10Y | +569.6% | +367.0% | +202.6% | +272.6% |
| All | +569.6% | +375.5% | +194.1% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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