+75.8%
MEXX vs SPY
+81.8%
-6.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.9% |
| 7D | +3.5% | +0.5% | +3.0% | +2.4% |
| 30D | -4.4% | -0.9% | -3.5% | -2.5% |
| 3M | +6.8% | +3.9% | +2.9% | -0.8% |
| 6M | +4.6% | +14.5% | -9.9% | -18.6% |
| YTD | +17.7% | +12.9% | +4.8% | -5.0% |
| 1Y | +48.8% | +19.4% | +29.4% | +8.1% |
| 3Y | +27.3% | +78.5% | -51.2% | -56.9% |
| 5Y | +75.8% | +81.8% | -6.0% | -38.5% |
| All | +75.8% | +81.8% | -6.0% | -38.5% |
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 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