+119.7%
MAT vs SPY
+3,085.7%
-2,966.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +0.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.5% |
| 30D | -3.0% | -1.0% | -2.0% | -2.3% |
| 3M | +4.8% | -0.3% | +5.1% | +5.0% |
| 6M | +4.8% | +7.3% | -2.5% | -1.5% |
| YTD | -21.5% | +13.3% | -34.8% | -29.5% |
| 1Y | -15.1% | +14.8% | -29.8% | -24.4% |
| 3Y | -19.8% | +82.9% | -102.7% | -50.9% |
| 5Y | -27.5% | +75.6% | -103.1% | -53.8% |
| 10Y | -46.1% | +330.5% | -376.7% | -82.5% |
| All | +119.7% | +3,085.7% | -2,966.0% | -87.8% |
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