-23.1%
MXCT vs SPY
+11.9%
-35.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.4% | -12.7% | -12.5% |
| 7D | -22.6% | -0.6% | -22.0% | -22.0% |
| 30D | +11.9% | -3.7% | +15.6% | +18.0% |
| 3M | -6.6% | -2.7% | -3.9% | -2.8% |
| 6M | +34.0% | +2.2% | +31.9% | +31.2% |
| YTD | -27.1% | +10.8% | -37.9% | -35.5% |
| 1Y | -23.1% | +11.2% | -34.4% | -31.8% |
| All | -23.1% | +11.9% | -35.1% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling