+20.7%
MUB vs USFD
+339.9%
-319.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | +3.0% | -2.3% | +0.6% |
| 30D | +4.4% | +11.1% | -6.7% | +4.0% |
| 3M | -0.4% | -0.3% | -0.2% | -0.5% |
| 6M | -0.9% | +15.9% | -16.8% | -1.4% |
| YTD | +0.1% | +41.6% | -41.6% | -1.1% |
| 1Y | +0.5% | +49.4% | -48.9% | -0.9% |
| 3Y | +11.7% | +157.8% | -146.1% | +8.1% |
| 5Y | +3.2% | +176.6% | -173.5% | -0.8% |
| 10Y | +20.3% | +375.4% | -355.0% | +11.8% |
| All | +20.7% | +339.9% | -319.2% | +12.3% |
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