+17.0%
MX vs SPY
+11.8%
+5.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.4% | -3.6% |
| 7D | +37.6% | +3.3% | +34.3% | +25.4% |
| 30D | -0.7% | -2.7% | +2.0% | +10.2% |
| 3M | -26.2% | -1.7% | -24.4% | -20.5% |
| 6M | -28.4% | +3.1% | -31.5% | -30.6% |
| YTD | +10.6% | +11.9% | -1.3% | -8.2% |
| 1Y | +17.0% | +12.0% | +5.0% | -2.2% |
| All | +17.0% | +11.8% | +5.3% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling