+187.3%
MUX vs SPY
+3,091.8%
-2,904.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +1.8% | +0.1% | +1.8% | +1.9% |
| 3M | -5.2% | +2.0% | -7.1% | -5.6% |
| 6M | -22.3% | +13.0% | -35.3% | -25.9% |
| YTD | +8.4% | +13.5% | -5.1% | +3.3% |
| 1Y | +50.1% | +20.0% | +30.1% | +39.9% |
| 3Y | +155.3% | +77.2% | +78.2% | +101.2% |
| 5Y | +68.7% | +81.9% | -13.2% | +32.1% |
| 10Y | -47.7% | +314.1% | -361.7% | -69.5% |
| All | +187.3% | +3,091.8% | -2,904.5% | +34.1% |
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