-41.2%
MDXG vs SPY
+78.7%
-119.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.6% |
| 7D | +3.3% | +0.5% | +2.8% | +2.8% |
| 30D | +7.6% | -0.9% | +8.5% | +8.4% |
| 3M | +26.2% | +3.9% | +22.3% | +22.0% |
| 6M | +3.8% | +14.5% | -10.7% | -7.8% |
| YTD | -31.0% | +12.9% | -43.9% | -38.0% |
| 1Y | -34.9% | +19.4% | -54.2% | -44.0% |
| 3Y | -41.2% | +78.5% | -119.6% | -70.5% |
| All | -41.2% | +78.7% | -119.9% | -70.5% |
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