+3.9%
MXC vs SPY
+13.0%
-9.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +3.5% |
| 7D | +6.0% | -0.9% | +6.9% | +5.2% |
| 30D | -3.6% | -2.4% | -1.3% | -5.5% |
| 3M | -2.7% | -1.2% | -1.6% | -3.6% |
| 6M | -2.2% | +3.3% | -5.5% | +2.2% |
| YTD | -5.6% | +12.3% | -17.9% | +12.7% |
| 1Y | +3.9% | +12.4% | -8.5% | +24.6% |
| All | +3.9% | +13.0% | -9.0% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling