+953.2%
MULL vs USFD
+58.0%
+895.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.2% | +9.3% | +9.2% |
| 7D | -42.7% | +3.0% | -45.7% | -43.4% |
| 30D | -63.8% | +11.1% | -74.8% | -66.0% |
| 3M | -49.0% | -0.3% | -48.8% | -49.1% |
| 6M | -38.2% | +15.9% | -54.1% | -47.5% |
| YTD | +167.0% | +41.6% | +125.4% | +66.6% |
| 1Y | +247.7% | +49.4% | +198.3% | +98.7% |
| All | +953.2% | +58.0% | +895.2% | +333.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling