+1,289.1%
MITK vs SPY
+2,945.2%
-1,656.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.4% | -6.9% | -7.8% |
| 7D | -8.3% | -4.7% | -3.6% | -4.4% |
| 30D | -3.1% | -5.9% | +2.8% | +2.1% |
| 3M | -1.2% | -4.5% | +3.4% | +3.2% |
| 6M | +9.9% | +1.8% | +8.1% | +9.2% |
| YTD | +60.5% | +8.3% | +52.1% | +52.8% |
| 1Y | +82.0% | +9.3% | +72.7% | +72.0% |
| 3Y | +57.8% | +74.9% | -17.1% | +4.8% |
| 5Y | -6.1% | +67.3% | -73.4% | -34.7% |
| 10Y | +191.9% | +311.6% | -119.7% | +5.3% |
| All | +1,289.1% | +2,945.2% | -1,656.1% | +41.9% |
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 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