+26.0%
MXL vs USFD
+214.9%
-188.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.5% |
| 7D | +15.5% | -3.3% | +18.8% | +17.8% |
| 30D | -11.3% | -5.3% | -6.0% | -8.4% |
| 3M | -16.1% | +18.8% | -34.9% | -26.5% |
| 6M | +323.0% | +14.3% | +308.8% | +277.6% |
| YTD | +281.5% | +36.9% | +244.7% | +193.1% |
| 1Y | +319.3% | +31.7% | +287.6% | +230.9% |
| 3Y | +189.4% | +164.5% | +24.9% | +35.6% |
| 5Y | +26.0% | +212.6% | -186.6% | -47.1% |
| All | +26.0% | +214.9% | -188.9% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling