-41.7%
MEXX vs SPY
+266.2%
-307.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.1% |
| 7D | +1.5% | +2.6% | -1.1% | -4.6% |
| 30D | +17.3% | -2.0% | +19.3% | +21.9% |
| 3M | +2.0% | -2.8% | +4.8% | +8.6% |
| 6M | -16.4% | +2.1% | -18.6% | -20.4% |
| YTD | +15.4% | +11.5% | +3.9% | -8.3% |
| 1Y | +30.5% | +13.5% | +17.1% | -0.2% |
| 3Y | +35.3% | +77.7% | -42.4% | -64.4% |
| 5Y | +86.7% | +72.6% | +14.1% | -43.4% |
| All | -41.7% | +266.2% | -307.9% | -95.6% |
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