+674.0%
MRNA vs USFD
+198.0%
+476.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.4% |
| 7D | -1.1% | -8.4% | +7.3% | -0.5% |
| 30D | +126.1% | -14.1% | +140.2% | +128.2% |
| 3M | +190.0% | +4.5% | +185.5% | +189.6% |
| 6M | +157.2% | +4.4% | +152.8% | +156.8% |
| YTD | +388.2% | +26.6% | +361.6% | +381.7% |
| 1Y | +467.0% | +19.4% | +447.7% | +460.9% |
| 3Y | +36.1% | +144.6% | -108.5% | +31.9% |
| 5Y | -68.0% | +194.5% | -262.5% | -68.9% |
| All | +674.0% | +198.0% | +476.0% | +711.4% |
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