-93.8%
MDCX vs SPY
+30.6%
-124.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.4% |
| 7D | -5.2% | -0.8% | -4.5% | -4.5% |
| 30D | -50.8% | -1.1% | -49.7% | -50.4% |
| 3M | -51.1% | +3.9% | -54.9% | -53.1% |
| 6M | -66.4% | +13.6% | -80.0% | -70.1% |
| YTD | -89.3% | +12.7% | -102.0% | -90.4% |
| 1Y | -92.8% | +17.5% | -110.3% | -93.6% |
| All | -93.8% | +30.6% | -124.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling