+906.4%
MOD vs USFD
+369.7%
+536.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -25.5% | +3.0% | -28.5% | -27.8% |
| 30D | -49.0% | +11.1% | -60.1% | -52.6% |
| 3M | -49.8% | -0.3% | -49.5% | -50.8% |
| 6M | -64.8% | +15.9% | -80.7% | -68.7% |
| YTD | -27.6% | +41.6% | -69.3% | -42.9% |
| 1Y | -35.2% | +49.4% | -84.6% | -50.3% |
| 3Y | +137.1% | +157.8% | -20.7% | +37.8% |
| 5Y | +760.3% | +176.6% | +583.7% | +374.8% |
| All | +906.4% | +369.7% | +536.6% | +251.1% |
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