-94.1%
MDXH vs SPY
+75.5%
-169.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.2% |
| 7D | -0.8% | +0.5% | -1.4% | -1.2% |
| 30D | +54.9% | -0.9% | +55.8% | +55.8% |
| 3M | +30.8% | +3.9% | +26.9% | +27.7% |
| 6M | -78.2% | +14.5% | -92.7% | -80.0% |
| YTD | -80.0% | +12.9% | -92.9% | -81.5% |
| 1Y | -79.9% | +19.4% | -99.2% | -81.8% |
| 3Y | -76.4% | +78.5% | -154.8% | -82.4% |
| All | -94.1% | +75.5% | -169.6% | -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 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