+10.7%
MO vs USFD
+32.2%
-21.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.0% | -3.3% | +1.3% | -1.4% |
| 30D | -0.3% | -5.3% | +5.1% | +0.7% |
| 3M | -2.9% | +18.8% | -21.7% | -5.8% |
| 6M | +5.8% | +14.3% | -8.5% | +3.3% |
| YTD | +22.0% | +36.9% | -14.9% | +16.0% |
| 1Y | +10.7% | +31.7% | -21.0% | +7.3% |
| All | +10.7% | +32.2% | -21.5% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling