+445.3%
MP vs USFD
+445.3%
0.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -2.9% | -3.0% | +0.2% | -1.7% |
| 30D | +13.8% | +3.5% | +10.3% | +12.0% |
| 3M | -16.7% | +26.6% | -43.3% | -25.6% |
| 6M | -11.5% | +11.7% | -23.2% | -16.8% |
| YTD | +7.9% | +38.1% | -30.2% | -9.0% |
| 1Y | -15.0% | +33.4% | -48.4% | -27.2% |
| 3Y | +153.5% | +155.8% | -2.3% | +57.7% |
| 5Y | +58.7% | +214.0% | -155.4% | -11.2% |
| All | +445.3% | +445.3% | 0.0% | +166.7% |
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