-82.2%
MX vs SPY
+665.6%
-747.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.6% | +3.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.8% |
| 30D | -19.9% | -3.3% | -16.5% | -16.0% |
| 3M | -37.2% | -2.4% | -34.8% | -34.8% |
| 6M | -44.8% | +2.6% | -47.4% | -44.8% |
| YTD | -2.0% | +11.2% | -13.2% | -9.1% |
| 1Y | +10.1% | +13.4% | -3.3% | +0.4% |
| 3Y | -63.9% | +79.9% | -143.8% | -79.2% |
| 5Y | -86.3% | +72.2% | -158.5% | -91.9% |
| 10Y | -56.1% | +307.3% | -363.5% | -89.4% |
| All | -82.2% | +665.6% | -747.7% | -97.5% |
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