+257.8%
MXL vs USFD
+155.8%
+102.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +33.1% | +1.3% | +31.8% | +32.6% |
| 30D | -33.5% | +10.6% | -44.0% | -35.9% |
| 3M | -20.7% | -2.4% | -18.3% | -20.1% |
| 6M | -35.9% | +28.9% | -64.8% | -44.2% |
| YTD | +238.3% | +43.7% | +194.5% | +166.0% |
| 1Y | +296.2% | +48.5% | +247.7% | +203.5% |
| All | +257.8% | +155.8% | +102.0% | +142.7% |
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 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