-98.5%
MDCX vs SPY
+29.2%
-127.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.7% | +13.7% |
| 7D | +4.3% | +2.6% | +1.7% | +1.3% |
| 30D | -37.5% | -2.0% | -35.5% | -36.3% |
| 3M | -89.0% | -2.8% | -86.2% | -88.7% |
| 6M | -87.8% | +2.1% | -90.0% | -88.0% |
| YTD | -97.5% | +11.5% | -108.9% | -97.7% |
| 1Y | -98.3% | +13.5% | -111.7% | -98.4% |
| All | -98.5% | +29.2% | -127.7% | -98.6% |
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