-56.4%
MX vs SPY
+304.1%
-360.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +0.4% | -0.6% | +1.0% | +1.7% |
| 30D | -18.9% | -3.7% | -15.2% | -14.6% |
| 3M | -30.9% | -2.7% | -28.1% | -27.9% |
| 6M | -44.2% | +2.2% | -46.3% | -43.9% |
| YTD | -0.8% | +10.8% | -11.6% | -7.6% |
| 1Y | +10.0% | +11.2% | -1.2% | +2.3% |
| 3Y | -63.1% | +76.5% | -139.6% | -78.2% |
| 5Y | -86.1% | +72.9% | -159.0% | -91.7% |
| 10Y | -56.4% | +304.8% | -361.2% | -90.0% |
| All | -56.4% | +304.1% | -360.5% | -90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling