-93.5%
MDCX vs SPY
+31.6%
-125.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -33.3% | +0.1% | -33.4% | -33.7% |
| 30D | -42.1% | +0.1% | -42.1% | -42.4% |
| 3M | -54.0% | +2.0% | -56.0% | -55.1% |
| 6M | -87.5% | +13.0% | -100.5% | -88.8% |
| YTD | -88.8% | +13.5% | -102.3% | -89.9% |
| 1Y | -90.6% | +20.0% | -110.6% | -91.8% |
| All | -93.5% | +31.6% | -125.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling