+855.4%
MU vs USFD
+159.2%
+696.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | -22.0% | +3.0% | -25.0% | -22.7% |
| 30D | -36.6% | +11.1% | -47.6% | -38.9% |
| 3M | -21.7% | -0.3% | -21.4% | -21.8% |
| 6M | +3.5% | +15.9% | -12.3% | -4.3% |
| YTD | +141.9% | +41.6% | +100.3% | +95.6% |
| 1Y | +189.8% | +49.4% | +140.4% | +125.7% |
| 3Y | +855.4% | +157.8% | +697.5% | +446.6% |
| All | +855.4% | +159.2% | +696.2% | +446.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling