-18.7%
MITK vs SPY
+82.0%
-100.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +8.4% | +0.1% | +8.4% | +8.6% |
| 3M | +16.6% | +2.0% | +14.7% | +14.4% |
| 6M | +22.3% | +13.0% | +9.2% | +6.6% |
| YTD | +76.0% | +13.5% | +62.5% | +53.4% |
| 1Y | +92.2% | +20.0% | +72.3% | +57.2% |
| 3Y | +63.6% | +77.2% | -13.6% | -15.2% |
| All | -18.7% | +82.0% | -100.7% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling