+105.0%
MAT vs SPY
+3,091.8%
-2,986.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +2.3% | +2.0% | +0.3% | +0.3% |
| 6M | -8.3% | +13.0% | -21.3% | -17.3% |
| YTD | -26.8% | +13.5% | -40.3% | -34.3% |
| 1Y | -22.1% | +20.0% | -42.1% | -33.1% |
| 3Y | -34.9% | +77.2% | -112.1% | -59.1% |
| 5Y | -32.5% | +81.9% | -114.3% | -58.1% |
| 10Y | -54.5% | +314.1% | -368.6% | -84.8% |
| All | +105.0% | +3,091.8% | -2,986.8% | -88.6% |
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