-90.7%
MDCX vs SPY
+21.3%
-112.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | +1.0% | -35.3% | -36.2% |
| 7D | -36.2% | +0.3% | -36.5% | -37.1% |
| 30D | -43.7% | +0.2% | -44.0% | -44.4% |
| 3M | -52.2% | +2.8% | -55.0% | -55.2% |
| 6M | -88.4% | +14.3% | -102.6% | -91.0% |
| YTD | -88.8% | +14.0% | -102.8% | -91.4% |
| All | -90.7% | +21.3% | -112.0% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling