+171.5%
MXL vs USFD
+165.3%
+6.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +1.6% | -3.0% | +4.6% | +2.8% |
| 30D | -7.0% | +3.5% | -10.5% | -8.2% |
| 3M | -33.4% | +26.6% | -60.0% | -41.7% |
| 6M | +260.2% | +11.7% | +248.5% | +238.0% |
| YTD | +260.0% | +38.1% | +221.8% | +189.1% |
| 1Y | +303.5% | +33.4% | +270.1% | +230.8% |
| All | +171.5% | +165.3% | +6.1% | +65.1% |
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