+515.5%
MAR vs USFD
+368.6%
+146.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -1.3% |
| 7D | +0.2% | +3.9% | -3.7% | -1.9% |
| 30D | +14.0% | +12.8% | +1.2% | +7.3% |
| 3M | +18.1% | +1.0% | +17.1% | +17.0% |
| 6M | +18.6% | +30.3% | -11.7% | +3.3% |
| YTD | +35.3% | +46.0% | -10.7% | +9.9% |
| 1Y | +44.5% | +49.6% | -5.2% | +15.7% |
| 3Y | +120.7% | +166.3% | -45.6% | +31.3% |
| 5Y | +164.1% | +208.4% | -44.3% | +43.2% |
| 10Y | +515.5% | +371.2% | +144.2% | +138.5% |
| All | +515.5% | +368.6% | +146.9% | +138.5% |
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 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