+2,427.1%
MULL vs USFD
+32.2%
+2,395.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.0% |
| 7D | +14.0% | -3.3% | +17.3% | +14.0% |
| 30D | +24.8% | -5.3% | +30.1% | +24.8% |
| 3M | -16.1% | +18.8% | -34.9% | -20.6% |
| 6M | +330.9% | +14.3% | +316.6% | +312.4% |
| YTD | +545.0% | +36.9% | +508.1% | +470.2% |
| 1Y | +2,427.1% | +31.7% | +2,395.4% | +1,998.0% |
| All | +2,427.1% | +32.2% | +2,395.0% | +1,998.0% |
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