+121.6%
MUX vs SPY
+2,954.7%
-2,833.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +10.3% | -2.7% | +13.0% | +11.8% |
| 30D | -9.4% | -5.4% | -4.0% | -6.8% |
| 3M | -15.2% | -4.1% | -11.1% | -13.3% |
| 6M | -32.2% | +0.7% | -32.9% | -31.8% |
| YTD | -16.4% | +8.7% | -25.0% | -18.5% |
| 1Y | -1.1% | +10.9% | -12.0% | -4.3% |
| 3Y | +130.7% | +75.0% | +55.7% | +83.5% |
| 5Y | +38.2% | +67.8% | -29.6% | +12.4% |
| 10Y | -55.9% | +312.9% | -368.7% | -74.1% |
| All | +121.6% | +2,954.7% | -2,833.2% | +5.8% |
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