+19.3%
MRSH vs USFD
+197.4%
-178.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.4% | -0.7% |
| 7D | -5.9% | -7.0% | +1.1% | -4.1% |
| 30D | -7.3% | -10.3% | +3.0% | -4.8% |
| 3M | +7.4% | +9.2% | -1.7% | +5.0% |
| 6M | -0.7% | +7.4% | -8.1% | -2.9% |
| YTD | -3.2% | +29.4% | -32.5% | -10.7% |
| 1Y | -10.6% | +24.8% | -35.4% | -16.8% |
| 3Y | -4.6% | +150.0% | -154.6% | -28.6% |
| 5Y | +19.3% | +195.5% | -176.2% | -19.1% |
| All | +19.3% | +197.4% | -178.1% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling