+40.4%
MXL vs USFR
+20.6%
+19.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +8.0% |
| 7D | +18.9% | +0.1% | +18.7% | +19.7% |
| 30D | +0.3% | +0.4% | 0.0% | +2.3% |
| 3M | -8.0% | +1.0% | -9.1% | -2.9% |
| 6M | +341.2% | +2.0% | +339.3% | +379.7% |
| YTD | +327.8% | +2.8% | +325.1% | +375.5% |
| 1Y | +364.9% | +4.1% | +360.8% | +433.9% |
| 3Y | +229.2% | +14.1% | +215.1% | +394.3% |
| All | +40.4% | +20.6% | +19.8% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling