-72.4%
MNTK vs SPY
+77.0%
-149.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +2.3% |
| 7D | +18.4% | -0.8% | +19.2% | +19.6% |
| 30D | +41.9% | -1.1% | +43.0% | +44.2% |
| 3M | +63.0% | +3.9% | +59.1% | +54.2% |
| 6M | +93.4% | +13.6% | +79.8% | +60.2% |
| YTD | +58.1% | +12.7% | +45.4% | +32.2% |
| 1Y | +25.7% | +17.5% | +8.2% | -0.4% |
| 3Y | -72.4% | +76.9% | -149.3% | -82.1% |
| All | -72.4% | +77.0% | -149.3% | -82.1% |
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