+554.8%
MA vs USFD
+368.6%
+186.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.5% |
| 7D | -0.3% | +3.9% | -4.3% | -1.6% |
| 30D | +11.3% | +12.8% | -1.5% | +7.0% |
| 3M | +16.7% | +1.0% | +15.7% | +16.0% |
| 6M | +32.8% | +30.3% | +2.5% | +21.2% |
| YTD | +15.6% | +46.0% | -30.3% | +0.4% |
| 1Y | +19.6% | +49.6% | -30.0% | +2.8% |
| 3Y | +72.1% | +166.3% | -94.2% | +20.8% |
| 5Y | +96.0% | +208.4% | -112.3% | +28.6% |
| 10Y | +554.8% | +371.2% | +183.5% | +260.1% |
| All | +554.8% | +368.6% | +186.1% | +260.1% |
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