+302.4%
MXL vs USFR
+28.1%
+274.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +7.6% |
| 7D | +18.9% | +0.1% | +18.7% | +18.9% |
| 30D | +0.3% | +0.4% | 0.0% | +0.4% |
| 3M | -8.0% | +1.0% | -9.1% | -7.9% |
| 6M | +341.2% | +2.0% | +339.3% | +341.9% |
| YTD | +327.8% | +2.8% | +325.1% | +328.4% |
| 1Y | +364.9% | +4.1% | +360.8% | +365.1% |
| 3Y | +229.2% | +14.1% | +215.1% | +226.5% |
| 5Y | +42.8% | +20.6% | +22.2% | +35.9% |
| All | +302.4% | +28.1% | +274.3% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling