+237.1%
MRSH vs USFD
+329.0%
-92.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -3.6% | -3.0% | -0.6% | -3.0% |
| 30D | -3.0% | +3.5% | -6.5% | -3.7% |
| 3M | +15.8% | +26.6% | -10.7% | +10.3% |
| 6M | +1.6% | +11.7% | -10.1% | -1.1% |
| YTD | +1.7% | +38.1% | -36.4% | -5.7% |
| 1Y | -8.0% | +33.4% | -41.4% | -14.2% |
| 3Y | -0.3% | +155.8% | -156.1% | -19.5% |
| 5Y | +25.9% | +214.0% | -188.1% | -4.1% |
| 10Y | +222.0% | +320.4% | -98.4% | +119.4% |
| All | +237.1% | +329.0% | -92.0% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling