-93.9%
MDCX vs SPY
+29.5%
-123.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.7% |
| 7D | -5.8% | -2.0% | -3.9% | -4.0% |
| 30D | -53.5% | -1.7% | -51.8% | -52.9% |
| 3M | -49.7% | +4.7% | -54.4% | -52.1% |
| 6M | -68.1% | +12.5% | -80.6% | -71.4% |
| YTD | -89.5% | +11.7% | -101.2% | -90.4% |
| 1Y | -92.1% | +17.5% | -109.6% | -93.0% |
| All | -93.9% | +29.5% | -123.4% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling