+1,530.3%
MOD vs USFD
+215.8%
+1,314.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +9.6% | -3.0% | +12.6% | +11.7% |
| 30D | 0.0% | +3.5% | -3.5% | -2.4% |
| 3M | -35.4% | +26.6% | -61.9% | -46.2% |
| 6M | -7.3% | +11.7% | -19.0% | -15.9% |
| YTD | +45.8% | +38.1% | +7.7% | +11.3% |
| 1Y | +43.1% | +33.4% | +9.8% | +11.7% |
| 3Y | +297.7% | +155.8% | +141.9% | +96.3% |
| All | +1,530.3% | +215.8% | +1,314.5% | +543.6% |
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