+177.9%
MRVL vs USFD
+159.2%
+18.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -28.1% | +3.0% | -31.1% | -28.9% |
| 30D | -50.4% | +11.1% | -61.4% | -52.5% |
| 3M | -32.9% | -0.3% | -32.6% | -33.0% |
| 6M | -17.9% | +15.9% | -33.8% | -24.2% |
| YTD | +66.4% | +41.6% | +24.8% | +30.3% |
| 1Y | +51.5% | +49.4% | +2.1% | +12.9% |
| 3Y | +177.9% | +157.8% | +20.0% | +43.1% |
| All | +177.9% | +159.2% | +18.7% | +43.1% |
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 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