-98.3%
MDCX vs SPY
+12.1%
-110.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.7% | +14.1% |
| 7D | +4.3% | +2.6% | +1.7% | -1.7% |
| 30D | -37.5% | -2.0% | -35.5% | -35.1% |
| 3M | -89.0% | -2.8% | -86.2% | -88.4% |
| 6M | -87.8% | +2.1% | -90.0% | -88.7% |
| YTD | -97.5% | +11.5% | -108.9% | -98.1% |
| 1Y | -98.3% | +13.5% | -111.7% | -98.7% |
| All | -98.3% | +12.1% | -110.3% | -98.7% |
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