+1,330.3%
MULL vs USFD
+62.5%
+1,267.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.1% | +24.1% | +24.1% |
| 7D | -2.5% | -0.2% | -2.4% | -1.8% |
| 30D | -40.1% | +12.3% | -52.4% | -43.9% |
| 3M | -28.2% | -0.7% | -27.5% | -27.6% |
| 6M | -39.6% | +31.3% | -70.8% | -53.7% |
| YTD | +262.6% | +45.7% | +216.9% | +123.4% |
| 1Y | +366.2% | +52.1% | +314.1% | +168.8% |
| All | +1,330.3% | +62.5% | +1,267.8% | +481.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling