+149.2%
MXC vs SPY
+307.0%
-157.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | +11.1% | +2.6% | +8.5% | +9.8% |
| 30D | -0.2% | -2.0% | +1.8% | +0.6% |
| 3M | +4.8% | -2.8% | +7.6% | +6.0% |
| 6M | +9.2% | +2.1% | +7.0% | +7.6% |
| YTD | +1.1% | +11.5% | -10.4% | -5.1% |
| 1Y | +10.1% | +13.5% | -3.3% | +2.4% |
| 3Y | -12.8% | +77.7% | -90.5% | -40.1% |
| 5Y | -12.7% | +72.6% | -85.4% | -39.8% |
| All | +149.2% | +307.0% | -157.9% | +2.6% |
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