-93.0%
MXCT vs SPY
+84.8%
-177.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -5.6% | +2.6% | -8.2% | -9.0% |
| 30D | -4.8% | -2.0% | -2.8% | -1.8% |
| 3M | -14.4% | -2.8% | -11.6% | -11.0% |
| 6M | +16.7% | +2.1% | +14.5% | +13.8% |
| YTD | -23.2% | +11.5% | -34.7% | -33.8% |
| 1Y | -21.2% | +13.5% | -34.7% | -33.8% |
| 3Y | -65.8% | +77.7% | -143.5% | -85.2% |
| 5Y | -90.5% | +72.6% | -163.1% | -95.8% |
| All | -93.0% | +84.8% | -177.8% | -97.1% |
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 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