-1.4%
MDXG vs SPY
+701.5%
-702.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.4% |
| 7D | +1.6% | +0.1% | +1.4% | +1.4% |
| 30D | +9.9% | +0.1% | +9.8% | +9.8% |
| 3M | +20.9% | +2.0% | +18.9% | +19.1% |
| 6M | -5.2% | +13.0% | -18.2% | -12.8% |
| YTD | -32.5% | +13.5% | -46.0% | -38.2% |
| 1Y | -35.5% | +20.0% | -55.5% | -43.1% |
| 3Y | -40.5% | +77.2% | -117.7% | -59.7% |
| 5Y | -70.6% | +81.9% | -152.5% | -80.0% |
| 10Y | -37.7% | +314.1% | -351.8% | -72.0% |
| All | -1.4% | +701.5% | -702.9% | -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 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