-92.5%
MXCT vs SPY
+81.8%
-174.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.0% |
| 30D | +8.1% | -0.9% | +9.0% | +9.6% |
| 3M | +10.9% | +3.9% | +7.0% | +5.4% |
| 6M | +63.0% | +14.5% | +48.5% | +35.7% |
| YTD | -17.7% | +12.9% | -30.7% | -30.2% |
| 1Y | -9.6% | +19.4% | -28.9% | -28.8% |
| 3Y | -65.5% | +78.5% | -144.0% | -85.0% |
| 5Y | -92.5% | +81.8% | -174.2% | -96.9% |
| All | -92.5% | +81.8% | -174.3% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling