+189.8%
MU vs USFD
+49.7%
+140.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +6.4% |
| 7D | -12.0% | +3.9% | -16.0% | -11.4% |
| 30D | -28.7% | +12.8% | -41.6% | -28.2% |
| 3M | -16.4% | +1.0% | -17.4% | -15.6% |
| 6M | -1.8% | +30.3% | -32.1% | -5.1% |
| YTD | +157.1% | +46.0% | +111.1% | +128.7% |
| All | +189.8% | +49.7% | +140.0% | +147.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling