+618.6%
MAR vs USFD
+352.6%
+266.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +16.2% | +12.3% | +3.9% | +9.7% |
| 3M | +23.1% | -0.7% | +23.7% | +22.8% |
| 6M | +22.0% | +31.3% | -9.3% | +5.9% |
| YTD | +39.2% | +45.7% | -6.6% | +13.3% |
| 1Y | +48.3% | +52.1% | -3.9% | +17.9% |
| 3Y | +123.4% | +158.2% | -34.9% | +35.4% |
| 5Y | +185.4% | +213.8% | -28.4% | +54.1% |
| 10Y | +539.2% | +367.0% | +172.2% | +153.0% |
| All | +618.6% | +352.6% | +266.0% | +186.4% |
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