+140.1%
MXF vs SPY
+307.0%
-166.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +1.6% | +2.6% | -1.0% | -0.2% |
| 30D | +8.0% | -2.0% | +10.0% | +9.4% |
| 3M | +0.4% | -2.8% | +3.2% | +2.3% |
| 6M | -1.4% | +2.1% | -3.6% | -3.1% |
| YTD | +12.0% | +11.5% | +0.5% | +3.5% |
| 1Y | +17.2% | +13.5% | +3.8% | +6.9% |
| 3Y | +53.6% | +77.7% | -24.1% | -0.1% |
| 5Y | +83.5% | +72.6% | +10.9% | +20.7% |
| All | +140.1% | +307.0% | -166.9% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling