-6.6%
MXC vs SPY
+80.4%
-87.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.6% |
| 7D | +12.2% | +0.1% | +12.1% | +12.2% |
| 30D | +17.0% | +0.1% | +16.9% | +17.0% |
| 3M | +26.6% | +2.0% | +24.6% | +28.0% |
| 6M | +3.3% | +13.0% | -9.7% | +10.7% |
| YTD | +12.5% | +13.5% | -1.0% | +20.9% |
| 1Y | +30.0% | +20.0% | +10.1% | +42.8% |
| All | -6.6% | +80.4% | -87.0% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling