+307.3%
MXC vs SPY
+2,837.9%
-2,530.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.7% |
| 30D | -14.0% | -3.3% | -10.6% | -12.9% |
| 3M | -4.8% | -2.4% | -2.4% | -4.1% |
| 6M | -3.0% | +2.6% | -5.6% | -4.3% |
| YTD | -9.5% | +11.2% | -20.7% | -14.1% |
| 1Y | 0.0% | +13.4% | -13.4% | -5.8% |
| 3Y | -22.6% | +79.9% | -102.5% | -41.4% |
| 5Y | -20.3% | +72.2% | -92.5% | -39.3% |
| 10Y | +123.6% | +307.3% | -183.8% | +19.7% |
| All | +307.3% | +2,837.9% | -2,530.6% | +140.1% |
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 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