+1,000.7%
MUU vs USFD
+74.1%
+926.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.3% |
| 7D | -42.8% | +3.0% | -45.7% | -43.5% |
| 30D | -63.6% | +11.1% | -74.7% | -66.0% |
| 3M | -48.5% | -0.3% | -48.3% | -48.7% |
| 6M | -36.9% | +15.9% | -52.8% | -46.7% |
| YTD | +176.7% | +41.6% | +135.0% | +70.5% |
| 1Y | +266.3% | +49.4% | +216.9% | +106.7% |
| All | +1,000.7% | +74.1% | +926.6% | +231.1% |
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 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