+166.2%
MATV vs SPY
+2,000.2%
-1,834.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.6% | +6.0% |
| 7D | +9.9% | -4.7% | +14.6% | +14.4% |
| 30D | +1.2% | -5.9% | +7.1% | +6.5% |
| 3M | +30.2% | -4.5% | +34.8% | +35.2% |
| 6M | +37.9% | +1.8% | +36.1% | +35.2% |
| YTD | +4.8% | +8.3% | -3.5% | -2.5% |
| 1Y | +21.9% | +9.3% | +12.6% | +12.5% |
| 3Y | -1.2% | +74.9% | -76.0% | -36.4% |
| 5Y | -54.1% | +67.3% | -121.4% | -69.6% |
| 10Y | -47.8% | +311.6% | -359.3% | -83.2% |
| All | +166.2% | +2,000.2% | -1,834.0% | -64.5% |
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