+1,211.6%
MULL vs USFD
+60.6%
+1,151.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.3% |
| 7D | +24.5% | +1.7% | +22.9% | +23.7% |
| 30D | -35.5% | +10.2% | -45.7% | -38.9% |
| 3M | -44.8% | -1.5% | -43.3% | -44.2% |
| 6M | -45.5% | +27.3% | -72.8% | -57.3% |
| YTD | +232.5% | +44.0% | +188.5% | +106.1% |
| 1Y | +343.3% | +50.4% | +292.9% | +156.7% |
| All | +1,211.6% | +60.6% | +1,151.0% | +436.7% |
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