+140.0%
MO vs USFD
+353.4%
-213.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.9% |
| 7D | -1.8% | +3.9% | -5.7% | -2.4% |
| 30D | +5.8% | +12.8% | -7.1% | +3.6% |
| 3M | +12.7% | +1.0% | +11.7% | +12.3% |
| 6M | +14.8% | +30.3% | -15.5% | +9.7% |
| YTD | +37.8% | +46.0% | -8.1% | +29.0% |
| 1Y | +39.5% | +49.6% | -10.1% | +29.9% |
| 3Y | +136.1% | +166.3% | -30.2% | +98.4% |
| 5Y | +148.5% | +208.4% | -59.9% | +100.4% |
| 10Y | +135.5% | +371.2% | -235.7% | +71.9% |
| All | +140.0% | +353.4% | -213.4% | +75.5% |
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