+19.7%
MUB vs USFD
+329.0%
-309.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.9% | -3.0% | +2.2% | -0.8% |
| 30D | -1.4% | +3.5% | -5.0% | -1.5% |
| 3M | -2.2% | +26.6% | -28.7% | -2.9% |
| 6M | -1.9% | +11.7% | -13.6% | -2.3% |
| YTD | -0.8% | +38.1% | -38.9% | -1.8% |
| 1Y | +2.7% | +33.4% | -30.6% | +1.7% |
| 3Y | +8.6% | +155.8% | -147.2% | +5.1% |
| 5Y | +2.0% | +214.0% | -212.0% | -2.3% |
| 10Y | +17.9% | +320.4% | -302.4% | +9.8% |
| All | +19.7% | +329.0% | -309.4% | +11.4% |
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 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