+874.8%
MXF vs SPY
+2,954.7%
-2,079.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | +3.0% | -2.7% | +5.7% | +5.4% |
| 30D | +5.3% | -5.4% | +10.7% | +10.5% |
| 3M | -3.2% | -4.1% | +0.9% | +0.3% |
| 6M | -1.4% | +0.7% | -2.1% | -2.4% |
| YTD | +10.2% | +8.7% | +1.6% | +2.0% |
| 1Y | +15.8% | +10.9% | +4.9% | +5.2% |
| 3Y | +50.9% | +75.0% | -24.0% | -11.1% |
| 5Y | +80.3% | +67.8% | +12.5% | +7.7% |
| 10Y | +111.0% | +312.9% | -201.9% | -48.0% |
| All | +874.8% | +2,954.7% | -2,079.9% | -74.2% |
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