+205.6%
MXC vs SPY
+312.5%
-106.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.5% |
| 7D | +7.9% | -0.4% | +8.3% | +8.1% |
| 30D | +13.4% | -1.4% | +14.8% | +14.2% |
| 3M | +23.7% | +3.7% | +20.0% | +21.3% |
| 6M | -11.6% | +13.0% | -24.6% | -17.2% |
| YTD | +9.7% | +12.4% | -2.7% | +2.6% |
| 1Y | +29.4% | +18.5% | +10.9% | +17.7% |
| 3Y | -11.0% | +77.6% | -88.7% | -39.5% |
| 5Y | +24.8% | +81.7% | -56.9% | -18.7% |
| 10Y | +205.6% | +319.7% | -114.0% | -32.2% |
| All | +205.6% | +312.5% | -106.9% | -32.2% |
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 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