+597.3%
MAR vs USFD
+339.9%
+257.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +4.3% | +3.0% | +1.3% | +2.7% |
| 30D | +16.8% | +11.1% | +5.8% | +10.9% |
| 3M | +16.0% | -0.3% | +16.3% | +15.6% |
| 6M | +16.5% | +15.9% | +0.6% | +7.3% |
| YTD | +35.0% | +41.6% | -6.6% | +11.4% |
| 1Y | +49.4% | +49.4% | 0.0% | +19.8% |
| 3Y | +124.1% | +157.8% | -33.8% | +35.8% |
| 5Y | +159.2% | +176.6% | -17.5% | +48.4% |
| 10Y | +553.9% | +375.4% | +178.6% | +160.1% |
| All | +597.3% | +339.9% | +257.4% | +181.8% |
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