+5,533.7%
MU vs USFD
+340.6%
+5,193.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.8% | -14.7% | -16.4% |
| 7D | -29.7% | +3.9% | -33.7% | -31.0% |
| 30D | -37.2% | +10.7% | -47.9% | -39.9% |
| 3M | -26.5% | +6.3% | -32.8% | -28.9% |
| 6M | +2.6% | +16.2% | -13.7% | -5.1% |
| YTD | +130.1% | +41.9% | +88.3% | +95.4% |
| 1Y | +176.7% | +44.2% | +132.5% | +133.2% |
| 3Y | +813.1% | +159.8% | +653.3% | +512.9% |
| 5Y | +822.0% | +177.1% | +644.9% | +495.3% |
| 10Y | +3,936.2% | +376.2% | +3,560.0% | +1,943.6% |
| All | +5,533.7% | +340.6% | +5,193.1% | +2,869.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling