+1,138.0%
MUU vs USFD
+79.4%
+1,058.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +3.1% | +9.4% | +10.9% |
| 7D | -27.2% | +3.9% | -31.1% | -28.2% |
| 30D | -54.0% | +12.8% | -66.9% | -57.2% |
| 3M | -41.4% | +1.0% | -42.4% | -41.7% |
| 6M | -42.5% | +30.3% | -72.7% | -56.0% |
| YTD | +211.2% | +46.0% | +165.2% | +89.2% |
| 1Y | +313.4% | +49.6% | +263.8% | +141.1% |
| All | +1,138.0% | +79.4% | +1,058.6% | +267.3% |
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