-5.0%
MRSH vs USFD
+149.2%
-154.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.4% | -1.1% |
| 7D | -5.9% | -7.0% | +1.1% | -4.7% |
| 30D | -7.3% | -10.3% | +3.0% | -5.6% |
| 3M | +7.4% | +9.2% | -1.7% | +5.9% |
| 6M | -0.7% | +7.4% | -8.1% | -2.0% |
| YTD | -3.2% | +29.4% | -32.5% | -9.0% |
| 1Y | -10.6% | +24.8% | -35.4% | -15.2% |
| All | -5.0% | +149.2% | -154.2% | -22.0% |
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 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