+269.2%
MXI vs SPY
+741.0%
-471.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +3.1% | +0.1% | +3.1% | +3.1% |
| 3M | +3.0% | +2.0% | +1.0% | +0.8% |
| 6M | +4.3% | +13.0% | -8.7% | -8.6% |
| YTD | +20.5% | +13.5% | +7.0% | +5.0% |
| 1Y | +30.4% | +20.0% | +10.5% | +6.9% |
| 3Y | +48.9% | +77.2% | -28.3% | -22.3% |
| 5Y | +43.9% | +81.9% | -38.0% | -28.2% |
| 10Y | +180.4% | +314.1% | -133.6% | -48.5% |
| All | +269.2% | +741.0% | -471.9% | -68.7% |
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 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