+58.1%
MP vs USFD
+215.8%
-157.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | -2.9% | -3.0% | +0.2% | -1.4% |
| 30D | +13.8% | +3.5% | +10.3% | +11.7% |
| 3M | -16.7% | +26.6% | -43.3% | -27.3% |
| 6M | -11.5% | +11.7% | -23.2% | -17.9% |
| YTD | +7.9% | +38.1% | -30.2% | -12.8% |
| 1Y | -15.0% | +33.4% | -48.4% | -30.0% |
| 3Y | +153.5% | +155.8% | -2.3% | +35.0% |
| All | +58.1% | +215.8% | -157.7% | -33.2% |
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