+21.9%
MUB vs USFD
+368.6%
-346.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | +1.0% | +3.9% | -2.9% | +0.9% |
| 30D | +3.9% | +12.8% | -9.0% | +3.5% |
| 3M | -0.4% | +1.0% | -1.3% | -0.4% |
| 6M | -0.6% | +30.3% | -30.8% | -1.4% |
| YTD | +0.4% | +46.0% | -45.6% | -0.9% |
| 1Y | +0.8% | +49.6% | -48.8% | -0.5% |
| 3Y | +11.3% | +166.3% | -154.9% | +7.6% |
| 5Y | +3.4% | +208.4% | -205.0% | -0.9% |
| 10Y | +21.9% | +371.2% | -349.3% | +12.7% |
| All | +21.9% | +368.6% | -346.7% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling