-43.7%
MEXX vs SPY
+270.1%
-313.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -2.0% |
| 7D | -5.6% | -0.8% | -4.8% | -3.8% |
| 30D | -5.5% | -1.1% | -4.4% | -3.0% |
| 3M | -7.5% | +3.9% | -11.4% | -15.4% |
| 6M | -5.1% | +13.6% | -18.7% | -28.1% |
| YTD | +11.4% | +12.7% | -1.3% | -13.2% |
| 1Y | +30.4% | +17.5% | +12.9% | -7.9% |
| 3Y | +15.6% | +76.9% | -61.3% | -68.7% |
| 5Y | +65.3% | +83.6% | -18.3% | -57.1% |
| All | -43.7% | +270.1% | -313.8% | -95.8% |
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