Khan Academy has content all the way up to multivariable calculus and differential equations. And for more advanced material than that you'll need textbooks anyway.
http://brilliant.org is really great.
There’s a free tier and a paid tier, but I just pay for it.
The closest thing you are asking for is https://projecteuler.net/. This isn't purely math and currently there isn't a good way for sites to analyze your proofs which is most of math. You could do previous Putnam problems or something similar and just manually check your solutions if you just want hard undergrad lvl problems, otherwise it's best to just get a textbook.