-92.8%
MXCT vs SPY
+86.3%
-179.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.6% |
| 7D | -3.9% | -0.4% | -3.6% | -3.5% |
| 30D | +0.8% | -1.4% | +2.2% | +3.0% |
| 3M | +2.5% | +3.7% | -1.2% | -2.3% |
| 6M | +58.4% | +13.0% | +45.4% | +34.4% |
| YTD | -21.3% | +12.4% | -33.7% | -32.8% |
| 1Y | -14.1% | +18.5% | -32.6% | -31.7% |
| 3Y | -67.0% | +77.6% | -144.7% | -85.6% |
| 5Y | -92.6% | +81.7% | -174.2% | -96.7% |
| All | -92.8% | +86.3% | -179.1% | -97.0% |
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