+93.9%
MUX vs SPY
+3,015.5%
-2,921.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -0.4% | -16.1% | -16.3% |
| 7D | -0.7% | -0.6% | -0.1% | -0.3% |
| 30D | -24.2% | -3.7% | -20.5% | -22.7% |
| 3M | -29.4% | -2.7% | -26.6% | -28.2% |
| 6M | -44.1% | +2.2% | -46.3% | -44.2% |
| YTD | -26.8% | +10.8% | -37.6% | -29.2% |
| 1Y | -20.7% | +11.2% | -32.0% | -23.4% |
| 3Y | +99.6% | +76.5% | +23.1% | +58.2% |
| 5Y | +21.0% | +72.9% | -52.0% | -2.9% |
| 10Y | -53.4% | +304.8% | -358.2% | -72.5% |
| All | +93.9% | +3,015.5% | -2,921.6% | -8.2% |
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