+114.6%
MO vs USFD
+329.0%
-214.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | +0.6% | +3.5% | -2.9% | 0.0% |
| 3M | -1.0% | +26.6% | -27.5% | -4.8% |
| 6M | +4.3% | +11.7% | -7.4% | +2.3% |
| YTD | +23.3% | +38.1% | -14.9% | +16.6% |
| 1Y | +10.5% | +33.4% | -22.9% | +4.9% |
| 3Y | +96.3% | +155.8% | -59.6% | +66.1% |
| 5Y | +98.9% | +214.0% | -115.1% | +59.9% |
| 10Y | +103.6% | +320.4% | -216.8% | +50.7% |
| All | +114.6% | +329.0% | -214.4% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling