+2,538.2%
MUU vs USFD
+68.2%
+2,470.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.4% |
| 7D | +13.9% | -3.3% | +17.3% | +16.5% |
| 30D | +24.8% | -5.3% | +30.1% | +29.3% |
| 3M | -15.7% | +18.8% | -34.5% | -31.0% |
| 6M | +338.9% | +14.3% | +324.6% | +267.5% |
| YTD | +563.2% | +36.9% | +526.3% | +319.5% |
| 1Y | +2,577.5% | +31.7% | +2,545.8% | +1,671.0% |
| All | +2,538.2% | +68.2% | +2,470.0% | +714.4% |
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