+146.1%
MO vs USFD
+369.2%
-223.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.8% | +8.4% | -9.2% | -2.1% |
| 30D | +6.5% | +12.7% | -6.2% | +4.4% |
| 3M | +18.3% | +1.1% | +17.2% | +17.9% |
| 6M | +15.6% | +30.2% | -14.6% | +10.5% |
| YTD | +38.8% | +45.8% | -7.0% | +30.0% |
| 1Y | +41.6% | +51.9% | -10.3% | +31.6% |
| 3Y | +138.2% | +158.5% | -20.2% | +101.3% |
| 5Y | +150.5% | +208.0% | -57.6% | +102.2% |
| 10Y | +146.1% | +376.6% | -230.5% | +78.8% |
| All | +146.1% | +369.2% | -223.2% | +78.8% |
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 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