+500.9%
MAR vs USFD
+359.1%
+141.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.1% |
| 30D | +14.3% | +10.6% | +3.7% | +8.7% |
| 3M | +20.0% | -2.4% | +22.4% | +20.8% |
| 6M | +21.7% | +28.9% | -7.2% | +6.5% |
| YTD | +37.7% | +43.7% | -6.0% | +12.7% |
| 1Y | +46.8% | +48.5% | -1.7% | +18.0% |
| 3Y | +121.0% | +154.7% | -33.7% | +34.4% |
| 5Y | +183.1% | +218.4% | -35.3% | +51.3% |
| All | +500.9% | +359.1% | +141.8% | +141.7% |
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