+938.2%
MU vs USFD
+215.4%
+722.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +12.8% | +1.7% | +11.1% | +12.0% |
| 30D | -14.9% | +10.2% | -25.0% | -19.3% |
| 3M | -18.0% | -1.5% | -16.6% | -18.1% |
| 6M | -3.1% | +27.3% | -30.5% | -17.1% |
| YTD | +172.9% | +44.0% | +128.9% | +112.2% |
| 1Y | +228.8% | +50.4% | +178.5% | +148.7% |
| 3Y | +950.8% | +153.6% | +797.3% | +465.2% |
| All | +938.2% | +215.4% | +722.8% | +378.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling