+538.8%
MA vs USFD
+329.0%
+209.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.8% |
| 30D | +1.5% | +3.5% | -2.0% | +0.2% |
| 3M | +20.4% | +26.6% | -6.1% | +11.3% |
| 6M | +11.1% | +11.7% | -0.6% | +6.6% |
| YTD | +2.0% | +38.1% | -36.2% | -9.6% |
| 1Y | -2.2% | +33.4% | -35.5% | -12.4% |
| 3Y | +41.9% | +155.8% | -113.9% | +1.1% |
| 5Y | +75.4% | +214.0% | -138.7% | +14.9% |
| 10Y | +527.5% | +320.4% | +207.2% | +260.5% |
| All | +538.8% | +329.0% | +209.7% | +266.6% |
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 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