-30.8%
MDXG vs SPY
+687.0%
-717.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | -3.0% | +2.6% | -5.6% | -4.7% |
| 30D | -31.7% | -2.0% | -29.7% | -31.0% |
| 3M | -23.6% | -2.8% | -20.8% | -22.4% |
| 6M | -8.8% | +2.1% | -10.9% | -10.6% |
| YTD | -52.6% | +11.5% | -64.1% | -56.2% |
| 1Y | -57.0% | +13.5% | -70.5% | -60.7% |
| 3Y | -47.9% | +77.7% | -125.6% | -64.9% |
| 5Y | -61.1% | +72.6% | -133.7% | -72.8% |
| 10Y | -65.5% | +308.2% | -373.7% | -84.4% |
| All | -30.8% | +687.0% | -717.8% | -79.1% |
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