+1,405.9%
MRVL vs USFD
+339.9%
+1,066.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -28.1% | +3.0% | -31.1% | -29.0% |
| 30D | -50.4% | +11.1% | -61.4% | -52.4% |
| 3M | -32.9% | -0.3% | -32.6% | -33.3% |
| 6M | -17.9% | +15.9% | -33.8% | -23.4% |
| YTD | +66.4% | +41.6% | +24.8% | +43.0% |
| 1Y | +51.5% | +49.4% | +2.1% | +27.5% |
| 3Y | +177.9% | +157.8% | +20.0% | +95.1% |
| 5Y | +100.0% | +176.6% | -76.6% | +36.4% |
| 10Y | +1,108.1% | +375.4% | +732.8% | +566.2% |
| All | +1,405.9% | +339.9% | +1,066.1% | +742.8% |
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