+2,523.1%
MULL vs USFD
+54.1%
+2,469.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +12.0% |
| 7D | +17.3% | -3.0% | +20.3% | +19.4% |
| 30D | +23.5% | +3.5% | +20.0% | +20.0% |
| 3M | -24.0% | +26.6% | -50.6% | -41.6% |
| 6M | +276.7% | +11.7% | +265.0% | +227.9% |
| YTD | +565.1% | +38.1% | +526.9% | +322.4% |
| 1Y | +2,802.6% | +33.4% | +2,769.2% | +1,813.9% |
| All | +2,523.1% | +54.1% | +2,469.1% | +1,000.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling