+198.7%
MXL vs USFD
+352.6%
-153.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.1% | +11.5% | +11.4% |
| 7D | +5.5% | -0.2% | +5.6% | +6.0% |
| 30D | -32.6% | +12.3% | -45.0% | -36.6% |
| 3M | -13.1% | -0.7% | -12.4% | -13.8% |
| 6M | -41.4% | +31.3% | -72.6% | -49.9% |
| YTD | +243.9% | +45.7% | +198.2% | +176.6% |
| 1Y | +305.1% | +52.1% | +252.9% | +219.0% |
| 3Y | +260.1% | +158.2% | +101.8% | +120.8% |
| 5Y | -12.1% | +213.8% | -225.8% | -50.4% |
| 10Y | +182.8% | +367.0% | -184.2% | +13.2% |
| All | +198.7% | +352.6% | -153.9% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling