+212.6%
MXL vs USFD
+329.0%
-116.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +1.6% | -3.0% | +4.6% | +3.0% |
| 30D | -7.0% | +3.5% | -10.5% | -8.5% |
| 3M | -33.4% | +26.6% | -60.0% | -41.4% |
| 6M | +260.2% | +11.7% | +248.5% | +235.8% |
| YTD | +260.0% | +38.1% | +221.8% | +199.6% |
| 1Y | +303.5% | +33.4% | +270.1% | +241.6% |
| 3Y | +160.4% | +155.8% | +4.6% | +61.7% |
| 5Y | +14.7% | +214.0% | -199.3% | -34.7% |
| 10Y | +215.6% | +320.4% | -104.8% | +28.6% |
| All | +212.6% | +329.0% | -116.4% | +31.8% |
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