+22.8%
MUB vs USFD
+359.9%
-337.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -1.3% | +1.7% | -2.9% | -1.3% |
| 30D | +2.2% | +10.2% | -8.0% | +1.9% |
| 3M | -1.6% | -1.5% | -0.1% | -1.6% |
| 6M | -1.3% | +27.3% | -28.6% | -2.1% |
| YTD | -0.7% | +44.0% | -44.6% | -1.9% |
| 1Y | -0.2% | +50.4% | -50.6% | -1.6% |
| 3Y | +9.6% | +153.6% | -143.9% | +6.1% |
| 5Y | +2.6% | +219.0% | -216.4% | -1.9% |
| All | +22.8% | +359.9% | -337.1% | +13.5% |
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