-59.9%
MXCT vs SPY
+78.0%
-137.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +0.1% |
| 7D | -10.3% | +0.1% | -10.4% | -10.5% |
| 30D | +28.7% | -3.3% | +32.0% | +34.4% |
| 3M | +10.2% | -2.4% | +12.6% | +13.7% |
| 6M | +54.2% | +2.6% | +51.7% | +50.4% |
| YTD | -16.1% | +11.2% | -27.4% | -26.1% |
| 1Y | -9.7% | +13.4% | -23.1% | -22.3% |
| 3Y | -59.9% | +79.9% | -139.8% | -81.0% |
| All | -59.9% | +78.0% | -137.9% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling