+2,620.0%
MUU vs USFD
+69.8%
+2,550.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.4% | +12.0% | +11.8% |
| 7D | +17.4% | -3.0% | +20.4% | +19.5% |
| 30D | +24.0% | +3.5% | +20.4% | +20.3% |
| 3M | -23.9% | +26.6% | -50.5% | -41.8% |
| 6M | +284.4% | +11.7% | +272.7% | +233.1% |
| YTD | +583.7% | +38.1% | +545.6% | +329.8% |
| 1Y | +2,981.5% | +33.4% | +2,948.1% | +1,911.9% |
| All | +2,620.0% | +69.8% | +2,550.3% | +734.4% |
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 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