-92.5%
MXCT vs SPY
+88.2%
-180.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.7% |
| 30D | +19.6% | +0.1% | +19.6% | +19.7% |
| 3M | +4.1% | +2.0% | +2.1% | +1.7% |
| 6M | +66.9% | +13.0% | +53.9% | +41.5% |
| YTD | -17.4% | +13.5% | -31.0% | -30.5% |
| 1Y | -5.9% | +20.0% | -25.8% | -26.5% |
| 3Y | -65.4% | +77.2% | -142.6% | -84.8% |
| 5Y | -92.6% | +81.9% | -174.4% | -96.7% |
| All | -92.5% | +88.2% | -180.7% | -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 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