+2.9%
MUB vs USFD
+208.8%
-205.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.8% |
| 7D | -0.8% | +1.3% | -2.1% | -0.8% |
| 30D | +2.4% | +10.6% | -8.1% | +2.2% |
| 3M | -1.1% | -2.4% | +1.3% | -1.1% |
| 6M | -1.0% | +28.9% | -29.9% | -1.5% |
| YTD | -0.3% | +43.7% | -44.0% | -1.1% |
| 1Y | 0.0% | +48.5% | -48.5% | -0.9% |
| 3Y | +10.2% | +154.7% | -144.5% | +7.9% |
| 5Y | +2.9% | +218.4% | -215.5% | -0.1% |
| All | +2.9% | +208.8% | -205.8% | -0.1% |
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 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