+1,423.7%
MITK vs SPY
+3,091.8%
-1,668.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 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% | +15.2% |
| 6M | +22.3% | +13.0% | +9.2% | +11.7% |
| YTD | +76.0% | +13.5% | +62.5% | +60.9% |
| 1Y | +92.2% | +20.0% | +72.3% | +68.3% |
| 3Y | +63.6% | +77.2% | -13.6% | +7.0% |
| 5Y | -19.4% | +81.9% | -101.2% | -47.5% |
| 10Y | +130.1% | +314.1% | -183.9% | -17.8% |
| All | +1,423.7% | +3,091.8% | -1,668.1% | +49.3% |
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