+248.2%
MULL vs USFD
+49.7%
+198.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +3.1% | +9.3% | +12.6% |
| 7D | -27.1% | +3.9% | -31.0% | -26.0% |
| 30D | -54.2% | +12.8% | -67.1% | -53.5% |
| 3M | -42.0% | +1.0% | -42.9% | -40.8% |
| 6M | -43.5% | +30.3% | -73.7% | -47.4% |
| YTD | +199.9% | +46.0% | +154.0% | +136.4% |
| All | +248.2% | +49.7% | +198.4% | +154.7% |
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 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