+254.1%
MP vs USFD
+459.1%
-205.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -10.5% | +3.0% | -13.5% | -11.9% |
| 30D | -23.5% | +11.1% | -34.6% | -27.1% |
| 3M | -25.4% | -0.3% | -25.2% | -25.7% |
| 6M | -51.3% | +15.9% | -67.1% | -55.0% |
| YTD | -29.9% | +41.6% | -71.5% | -41.8% |
| 1Y | -31.8% | +49.4% | -81.2% | -44.7% |
| 3Y | +127.0% | +157.8% | -30.9% | +40.3% |
| 5Y | -3.3% | +176.6% | -179.9% | -44.2% |
| All | +254.1% | +459.1% | -205.0% | +70.5% |
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 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