-40.5%
MEXX vs SPY
+267.5%
-308.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.6% |
| 7D | +6.2% | +3.3% | +2.9% | -1.8% |
| 30D | +17.2% | -2.7% | +19.8% | +23.9% |
| 3M | -0.2% | -1.7% | +1.6% | +3.5% |
| 6M | -13.9% | +3.1% | -16.9% | -19.8% |
| YTD | +17.6% | +11.9% | +5.7% | -7.3% |
| 1Y | +28.5% | +12.0% | +16.5% | +1.3% |
| 3Y | +38.0% | +78.2% | -40.2% | -63.9% |
| 5Y | +90.3% | +73.2% | +17.1% | -42.8% |
| All | -40.5% | +267.5% | -308.1% | -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