-69.5%
MDXG vs SPY
+81.0%
-150.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +2.9% | -0.4% | +3.2% | +3.2% |
| 30D | +9.6% | -1.4% | +11.0% | +11.3% |
| 3M | +26.1% | +3.7% | +22.4% | +20.3% |
| 6M | +3.8% | +13.0% | -9.2% | -11.0% |
| YTD | -30.9% | +12.4% | -43.3% | -40.4% |
| 1Y | -34.3% | +18.5% | -52.8% | -46.9% |
| 3Y | -41.1% | +77.6% | -118.7% | -73.8% |
| 5Y | -69.5% | +81.7% | -151.2% | -86.5% |
| All | -69.5% | +81.0% | -150.5% | -86.5% |
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 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