-94.1%
MDXH vs SPY
+75.2%
-169.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.7% |
| 7D | -5.7% | -0.8% | -5.0% | -5.2% |
| 30D | +50.0% | -1.1% | +51.1% | +51.1% |
| 3M | +20.1% | +3.9% | +16.2% | +17.2% |
| 6M | -78.7% | +13.6% | -92.3% | -80.4% |
| YTD | -80.3% | +12.7% | -92.9% | -81.7% |
| 1Y | -81.6% | +17.5% | -99.1% | -83.2% |
| 3Y | -77.0% | +76.9% | -153.9% | -82.8% |
| All | -94.1% | +75.2% | -169.3% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling