-62.9%
MX vs SPY
+312.5%
-375.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.4% |
| 7D | -1.9% | -0.4% | -1.6% | -1.6% |
| 30D | -16.4% | -1.4% | -15.0% | -15.1% |
| 3M | -51.3% | +3.7% | -55.0% | -52.8% |
| 6M | +9.3% | +13.0% | -3.7% | -1.8% |
| YTD | +20.0% | +12.4% | +7.6% | +8.8% |
| 1Y | +1.3% | +18.5% | -17.2% | -12.7% |
| 3Y | -64.3% | +77.6% | -141.9% | -79.4% |
| 5Y | -82.5% | +81.7% | -164.2% | -90.2% |
| 10Y | -62.9% | +319.7% | -382.6% | -92.8% |
| All | -62.9% | +312.5% | -375.4% | -92.8% |
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 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