+109.3%
MFDX vs SPY
+251.1%
-141.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.9% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.7% | -3.3% | +2.6% | +1.7% |
| 3M | -3.9% | -2.4% | -1.4% | -2.2% |
| 6M | -1.7% | +2.6% | -4.3% | -3.5% |
| YTD | +8.9% | +11.2% | -2.4% | +0.8% |
| 1Y | +13.6% | +13.4% | +0.2% | +3.8% |
| 3Y | +68.7% | +79.9% | -11.2% | +8.7% |
| 5Y | +58.4% | +72.2% | -13.8% | +4.6% |
| All | +109.3% | +251.1% | -141.9% | -17.2% |
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