+212.3%
MRSH vs USFD
+310.2%
-97.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -5.9% | -8.0% | +2.1% | -4.3% |
| 30D | -7.3% | -13.1% | +5.8% | -4.6% |
| 3M | +6.7% | +6.5% | +0.1% | +5.2% |
| 6M | +3.0% | +5.7% | -2.7% | +1.4% |
| YTD | -2.9% | +27.5% | -30.4% | -8.6% |
| 1Y | -9.0% | +23.4% | -32.4% | -13.7% |
| 3Y | -4.3% | +146.4% | -150.7% | -22.4% |
| 5Y | +19.4% | +196.8% | -177.3% | -8.1% |
| All | +212.3% | +310.2% | -97.8% | +113.0% |
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