-77.9%
MX vs SPY
+681.5%
-759.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -15.8% | +0.1% | -15.9% | -15.8% |
| 3M | -63.9% | +2.0% | -65.9% | -64.1% |
| 6M | +15.3% | +13.0% | +2.3% | +3.7% |
| YTD | +21.2% | +13.5% | +7.6% | +8.7% |
| 1Y | +4.7% | +20.0% | -15.2% | -10.8% |
| 3Y | -62.3% | +77.2% | -139.5% | -78.3% |
| 5Y | -82.8% | +81.9% | -164.6% | -90.4% |
| 10Y | -64.6% | +314.1% | -378.6% | -91.6% |
| All | -77.9% | +681.5% | -759.4% | -97.1% |
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