+2.6%
MUB vs USFD
+215.4%
-212.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | -1.6% | -1.5% | -0.1% | -1.6% |
| 6M | -1.3% | +27.3% | -28.6% | -1.8% |
| YTD | -0.7% | +44.0% | -44.6% | -1.4% |
| 1Y | -0.2% | +50.4% | -50.6% | -1.1% |
| 3Y | +9.6% | +153.6% | -143.9% | +7.4% |
| All | +2.6% | +215.4% | -212.8% | -0.4% |
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