-93.6%
MDCX vs SPY
+30.3%
-123.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -34.6% | -0.4% | -34.3% | -34.7% |
| 30D | -47.2% | -1.4% | -45.8% | -46.7% |
| 3M | -47.4% | +3.7% | -51.1% | -49.5% |
| 6M | -67.3% | +13.0% | -80.3% | -70.8% |
| YTD | -88.9% | +12.4% | -101.3% | -89.9% |
| 1Y | -91.9% | +18.5% | -110.4% | -92.8% |
| All | -93.6% | +30.3% | -123.8% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling