-67.4%
MX vs SPY
+75.1%
-142.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.1% | +0.3% | +14.8% | +14.6% |
| 7D | -2.1% | -2.7% | +0.6% | +3.1% |
| 30D | -27.2% | -5.4% | -21.8% | -19.4% |
| 3M | -38.9% | -4.1% | -34.8% | -33.7% |
| 6M | -40.1% | +0.7% | -40.8% | -38.1% |
| YTD | -7.5% | +8.7% | -16.1% | -12.5% |
| 1Y | -2.1% | +10.9% | -13.0% | -9.3% |
| 3Y | -67.4% | +75.0% | -142.4% | -78.8% |
| All | -67.4% | +75.1% | -142.5% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling