-94.4%
MDXH vs SPY
+73.7%
-168.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -6.9% | -2.0% | -4.9% | -5.7% |
| 30D | +53.3% | -1.7% | +54.9% | +55.0% |
| 3M | +23.1% | +4.7% | +18.4% | +19.6% |
| 6M | -79.8% | +12.5% | -92.3% | -81.2% |
| YTD | -81.1% | +11.7% | -92.8% | -82.3% |
| 1Y | -80.6% | +17.5% | -98.1% | -82.3% |
| 3Y | -77.6% | +76.6% | -154.2% | -83.2% |
| All | -94.4% | +73.7% | -168.0% | -95.9% |
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