+713.8%
MOD vs USFD
+184.3%
+529.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -5.7% |
| 7D | -34.2% | +3.9% | -38.1% | -36.7% |
| 30D | -51.9% | +10.7% | -62.6% | -55.7% |
| 3M | -53.0% | +6.3% | -59.4% | -55.9% |
| 6M | -66.4% | +16.2% | -82.6% | -70.9% |
| YTD | -31.5% | +41.9% | -73.4% | -49.7% |
| 1Y | -39.6% | +44.2% | -83.8% | -56.2% |
| 3Y | +116.8% | +159.8% | -43.0% | +3.6% |
| 5Y | +713.8% | +177.1% | +536.7% | +249.4% |
| All | +713.8% | +184.3% | +529.6% | +249.4% |
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