+1,604.6%
MOD vs USFD
+321.9%
+1,282.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +9.6% | -3.0% | +12.6% | +11.3% |
| 30D | 0.0% | +3.5% | -3.5% | -2.0% |
| 3M | -35.4% | +26.6% | -61.9% | -44.0% |
| 6M | -7.3% | +11.7% | -19.0% | -14.1% |
| YTD | +45.8% | +38.1% | +7.7% | +19.1% |
| 1Y | +43.1% | +33.4% | +9.8% | +18.9% |
| 3Y | +297.7% | +155.8% | +141.9% | +136.6% |
| 5Y | +1,478.8% | +214.0% | +1,264.7% | +737.4% |
| All | +1,604.6% | +321.9% | +1,282.7% | +535.0% |
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