-43.5%
MDXG vs SPY
+312.5%
-356.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +2.9% | -0.4% | +3.2% | +3.2% |
| 30D | +9.6% | -1.4% | +11.0% | +11.0% |
| 3M | +26.1% | +3.7% | +22.4% | +21.3% |
| 6M | +3.8% | +13.0% | -9.2% | -8.4% |
| YTD | -30.9% | +12.4% | -43.3% | -38.6% |
| 1Y | -34.3% | +18.5% | -52.8% | -44.6% |
| 3Y | -41.1% | +77.6% | -118.7% | -67.6% |
| 5Y | -69.5% | +81.7% | -151.2% | -83.2% |
| 10Y | -43.5% | +319.7% | -363.2% | -89.2% |
| All | -43.5% | +312.5% | -356.1% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling