+808.8%
MU vs USFD
+159.7%
+649.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.8% | -14.7% | -16.6% |
| 7D | -29.7% | +3.9% | -33.7% | -30.6% |
| 30D | -37.2% | +10.7% | -47.9% | -39.5% |
| 3M | -26.5% | +6.3% | -32.8% | -28.5% |
| 6M | +2.6% | +16.2% | -13.7% | -5.3% |
| YTD | +130.1% | +41.9% | +88.3% | +86.0% |
| 1Y | +176.7% | +44.2% | +132.5% | +120.4% |
| All | +808.8% | +159.7% | +649.2% | +419.7% |
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 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