+475.1%
MULL vs USFD
+49.6%
+425.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.5% | -22.2% | -11.9% |
| 7D | -35.9% | +7.8% | -43.8% | -34.6% |
| 30D | -47.3% | +16.2% | -63.5% | -46.4% |
| 3M | -30.6% | +11.0% | -41.6% | -29.3% |
| 6M | +13.7% | +20.7% | -7.0% | +11.1% |
| YTD | +272.1% | +46.0% | +226.2% | +210.6% |
| 1Y | +475.1% | +49.8% | +425.3% | +360.5% |
| All | +475.1% | +49.6% | +425.5% | +360.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling