+6,028.8%
MU vs USFD
+321.9%
+5,706.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +9.0% | -3.0% | +12.0% | +10.1% |
| 30D | +13.8% | +3.5% | +10.3% | +12.1% |
| 3M | +2.1% | +26.6% | -24.5% | -7.9% |
| 6M | +153.8% | +11.7% | +142.1% | +139.9% |
| YTD | +256.4% | +38.1% | +218.3% | +207.7% |
| 1Y | +719.8% | +33.4% | +686.4% | +615.8% |
| 3Y | +1,360.4% | +155.8% | +1,204.5% | +888.7% |
| 5Y | +1,312.4% | +214.0% | +1,098.4% | +778.6% |
| All | +6,028.8% | +321.9% | +5,706.9% | +2,971.7% |
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 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