+286.5%
MXL vs USFD
+306.5%
-20.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.5% | +13.0% | +10.0% |
| 7D | +19.0% | -7.0% | +26.0% | +22.6% |
| 30D | +4.5% | -10.3% | +14.8% | +9.5% |
| 3M | -1.5% | +9.2% | -10.7% | -7.1% |
| 6M | +348.6% | +7.4% | +341.2% | +323.7% |
| YTD | +310.3% | +29.4% | +280.9% | +250.2% |
| 1Y | +344.7% | +24.8% | +319.9% | +286.3% |
| 3Y | +211.2% | +150.0% | +61.2% | +93.5% |
| 5Y | +34.8% | +195.5% | -160.6% | -21.8% |
| 10Y | +286.5% | +315.7% | -29.2% | +48.6% |
| All | +286.5% | +306.5% | -20.0% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling