+498.8%
MAR vs USFD
+359.9%
+138.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +1.6% | +1.7% | -0.1% | +0.8% |
| 30D | +13.8% | +10.2% | +3.7% | +8.4% |
| 3M | +20.3% | -1.5% | +21.8% | +20.5% |
| 6M | +21.3% | +27.3% | -6.0% | +6.8% |
| YTD | +37.2% | +44.0% | -6.8% | +12.2% |
| 1Y | +48.4% | +50.4% | -1.9% | +18.5% |
| 3Y | +120.1% | +153.6% | -33.4% | +34.1% |
| 5Y | +182.1% | +219.0% | -36.9% | +50.6% |
| All | +498.8% | +359.9% | +138.9% | +140.7% |
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