-28.4%
MDXG vs SPY
+692.7%
-721.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.4% |
| 7D | +3.7% | -0.9% | +4.7% | +4.2% |
| 30D | -31.3% | -2.4% | -28.9% | -30.3% |
| 3M | -23.1% | -1.2% | -22.0% | -22.8% |
| 6M | -6.7% | +3.3% | -10.0% | -9.2% |
| YTD | -51.0% | +12.3% | -63.3% | -54.9% |
| 1Y | -56.0% | +12.4% | -68.4% | -59.5% |
| 3Y | -44.1% | +78.8% | -122.9% | -62.6% |
| 5Y | -59.4% | +75.2% | -134.6% | -71.8% |
| 10Y | -64.3% | +311.1% | -375.4% | -84.0% |
| All | -28.4% | +692.7% | -721.1% | -78.5% |
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 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