+155.7%
MO vs USFD
+359.9%
-204.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | +7.5% | +10.2% | -2.6% | +5.8% |
| 3M | +22.8% | -1.5% | +24.3% | +22.9% |
| 6M | +13.4% | +27.3% | -14.0% | +8.7% |
| YTD | +43.0% | +44.0% | -1.0% | +34.1% |
| 1Y | +45.2% | +50.4% | -5.1% | +35.2% |
| 3Y | +145.5% | +153.6% | -8.0% | +108.1% |
| 5Y | +157.1% | +219.0% | -61.9% | +106.3% |
| All | +155.7% | +359.9% | -204.2% | +86.6% |
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