+289.8%
MRVL vs USFD
+156.9%
+132.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.2% |
| 7D | +3.2% | -3.0% | +6.2% | +4.5% |
| 30D | +5.9% | +3.5% | +2.4% | +4.5% |
| 3M | -29.3% | +26.6% | -55.9% | -37.8% |
| 6M | +186.5% | +11.7% | +174.8% | +169.5% |
| YTD | +163.4% | +38.1% | +125.3% | +110.6% |
| 1Y | +249.5% | +33.4% | +216.1% | +184.0% |
| All | +289.8% | +156.9% | +132.9% | +117.3% |
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