+624.4%
MA vs USFD
+340.6%
+283.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.6% |
| 7D | +3.2% | +3.9% | -0.7% | +1.9% |
| 30D | +15.9% | +10.7% | +5.3% | +12.2% |
| 3M | +15.2% | +6.3% | +8.8% | +12.5% |
| 6M | +32.4% | +16.2% | +16.1% | +25.3% |
| YTD | +15.6% | +41.9% | -26.2% | +1.5% |
| 1Y | +19.3% | +44.2% | -24.9% | +3.9% |
| 3Y | +73.0% | +159.8% | -86.8% | +22.6% |
| 5Y | +93.7% | +177.1% | -83.4% | +31.7% |
| 10Y | +575.0% | +376.2% | +198.8% | +282.2% |
| All | +624.4% | +340.6% | +283.8% | +311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling