+237.4%
MP vs USFD
+460.0%
-222.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -4.9% |
| 7D | -19.0% | +3.9% | -22.9% | -20.5% |
| 30D | -30.5% | +10.7% | -41.2% | -33.6% |
| 3M | -29.6% | +6.3% | -35.9% | -31.8% |
| 6M | -50.4% | +16.2% | -66.7% | -54.3% |
| YTD | -33.2% | +41.9% | -75.1% | -44.6% |
| 1Y | -38.6% | +44.2% | -82.8% | -49.3% |
| 3Y | +105.5% | +159.8% | -54.3% | +26.5% |
| 5Y | -7.8% | +177.1% | -184.9% | -46.8% |
| All | +237.4% | +460.0% | -222.6% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling