+553.1%
MA vs USFD
+369.7%
+183.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | +3.0% | -0.7% | +1.3% |
| 30D | +14.7% | +11.1% | +3.6% | +10.8% |
| 3M | +13.5% | -0.3% | +13.8% | +13.3% |
| 6M | +33.1% | +15.9% | +17.2% | +26.1% |
| YTD | +15.1% | +41.6% | -26.6% | +0.9% |
| 1Y | +18.7% | +49.4% | -30.7% | +2.1% |
| 3Y | +72.1% | +157.8% | -85.8% | +22.0% |
| 5Y | +92.8% | +176.6% | -83.8% | +30.8% |
| All | +553.1% | +369.7% | +183.4% | +264.6% |
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