-41.2%
MATW vs SPY
+77.4%
-118.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | -22.2% | +0.1% | -22.3% | -22.4% |
| 3M | -16.3% | +2.0% | -18.3% | -18.1% |
| 6M | -17.5% | +13.0% | -30.6% | -27.2% |
| YTD | -16.7% | +13.5% | -30.2% | -26.7% |
| 1Y | -11.7% | +20.0% | -31.6% | -26.9% |
| All | -41.2% | +77.4% | -118.6% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling