+111.2%
MO vs USFD
+306.5%
-195.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.5% |
| 7D | -2.4% | -7.0% | +4.6% | -1.3% |
| 30D | +3.6% | -10.3% | +13.9% | +5.4% |
| 3M | -3.7% | +9.2% | -12.9% | -5.2% |
| 6M | +4.5% | +7.4% | -2.9% | +3.1% |
| YTD | +21.5% | +29.4% | -7.9% | +16.1% |
| 1Y | +9.5% | +24.8% | -15.3% | +5.1% |
| 3Y | +93.6% | +150.0% | -56.4% | +64.3% |
| 5Y | +97.5% | +195.5% | -98.0% | +60.3% |
| 10Y | +111.2% | +315.7% | -204.6% | +52.6% |
| All | +111.2% | +306.5% | -195.4% | +52.6% |
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