+47.2%
MUX vs SPY
+19.4%
+27.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +2.4% |
| 7D | +5.8% | +0.5% | +5.3% | +4.4% |
| 30D | +5.6% | -0.9% | +6.6% | +8.3% |
| 3M | +10.2% | +3.9% | +6.3% | +0.9% |
| 6M | -16.2% | +14.5% | -30.8% | -36.1% |
| YTD | +9.5% | +12.9% | -3.4% | -13.9% |
| 1Y | +47.2% | +19.4% | +27.8% | -3.7% |
| All | +47.2% | +19.4% | +27.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling