+324.6%
MXC vs SPY
+2,865.7%
-2,541.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +2.0% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | -3.6% | -2.4% | -1.3% | -2.9% |
| 3M | -2.7% | -1.2% | -1.6% | -2.5% |
| 6M | -2.2% | +3.3% | -5.5% | -3.8% |
| YTD | -5.6% | +12.3% | -17.9% | -10.8% |
| 1Y | +3.9% | +12.4% | -8.5% | -1.8% |
| 3Y | -18.4% | +78.8% | -97.2% | -38.1% |
| 5Y | -17.5% | +75.2% | -92.7% | -37.5% |
| 10Y | +137.7% | +311.1% | -173.4% | +26.9% |
| All | +324.6% | +2,865.7% | -2,541.1% | +149.4% |
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