+344.7%
MXL vs USFD
+24.9%
+319.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.5% | +13.0% | +7.5% |
| 7D | +19.0% | -7.0% | +26.0% | +19.0% |
| 30D | +4.5% | -10.3% | +14.8% | +4.7% |
| 3M | -1.5% | +9.2% | -10.7% | -4.1% |
| 6M | +348.6% | +7.4% | +341.2% | +343.2% |
| YTD | +310.3% | +29.4% | +280.9% | +256.6% |
| 1Y | +344.7% | +24.8% | +319.9% | +278.7% |
| All | +344.7% | +24.9% | +319.8% | +278.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling