+593.1%
MA vs USFD
+359.9%
+233.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.3% | +1.7% | -0.4% | +0.7% |
| 30D | +9.6% | +10.2% | -0.6% | +6.2% |
| 3M | +16.8% | -1.5% | +18.3% | +17.0% |
| 6M | +35.2% | +27.3% | +7.8% | +24.3% |
| YTD | +16.6% | +44.0% | -27.4% | +1.7% |
| 1Y | +19.8% | +50.4% | -30.6% | +2.8% |
| 3Y | +70.7% | +153.6% | -82.9% | +21.7% |
| 5Y | +87.4% | +219.0% | -131.6% | +21.7% |
| All | +593.1% | +359.9% | +233.2% | +283.3% |
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