-92.4%
MXCT vs SPY
+84.4%
-176.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | -0.2% |
| 7D | -10.3% | +0.1% | -10.4% | -10.6% |
| 30D | +28.7% | -3.3% | +32.0% | +35.0% |
| 3M | +10.2% | -2.4% | +12.6% | +14.0% |
| 6M | +54.2% | +2.6% | +51.7% | +49.8% |
| YTD | -16.1% | +11.2% | -27.4% | -27.5% |
| 1Y | -9.7% | +13.4% | -23.1% | -24.0% |
| 3Y | -59.9% | +79.9% | -139.8% | -82.9% |
| 5Y | -88.8% | +72.2% | -161.0% | -94.9% |
| All | -92.4% | +84.4% | -176.7% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling