+215.5%
MITK vs SPY
+307.0%
-91.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +5.2% | +2.6% | +2.6% | +2.8% |
| 30D | +14.9% | -2.0% | +16.9% | +17.8% |
| 3M | -4.1% | -2.8% | -1.3% | -0.7% |
| 6M | +30.6% | +2.1% | +28.5% | +29.3% |
| YTD | +71.9% | +11.5% | +60.5% | +57.8% |
| 1Y | +99.3% | +13.5% | +85.9% | +79.8% |
| 3Y | +73.9% | +77.7% | -3.8% | +5.2% |
| 5Y | +5.5% | +72.6% | -67.1% | -34.5% |
| All | +215.5% | +307.0% | -91.5% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling