+148.0%
MO vs USFD
+188.3%
-40.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.4% | +3.0% | -5.4% | -3.0% |
| 30D | +9.7% | +11.1% | -1.3% | +7.9% |
| 3M | +14.1% | -0.3% | +14.4% | +14.0% |
| 6M | +11.9% | +15.9% | -4.0% | +9.1% |
| YTD | +38.4% | +41.6% | -3.2% | +30.7% |
| 1Y | +41.9% | +49.4% | -7.5% | +32.9% |
| 3Y | +134.5% | +157.8% | -23.3% | +98.8% |
| All | +148.0% | +188.3% | -40.3% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling