-40.4%
MEXX vs SPY
+272.9%
-313.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | -3.6% | +2.0% | -5.6% | -7.3% |
| 6M | -11.5% | +13.0% | -24.5% | -31.9% |
| YTD | +18.0% | +13.5% | +4.4% | -9.8% |
| 1Y | +55.9% | +20.0% | +35.9% | +4.8% |
| 3Y | +14.1% | +77.2% | -63.1% | -69.2% |
| 5Y | +71.5% | +81.9% | -10.4% | -54.3% |
| All | -40.4% | +272.9% | -313.3% | -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 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