-71.1%
MNTK vs SPY
+79.8%
-150.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.4% |
| 7D | +13.3% | -2.0% | +15.3% | +16.1% |
| 30D | +40.9% | -1.7% | +42.5% | +43.9% |
| 3M | +51.8% | +4.7% | +47.1% | +43.1% |
| 6M | +81.5% | +12.5% | +69.0% | +56.3% |
| YTD | +52.7% | +11.7% | +41.0% | +32.4% |
| 1Y | +25.0% | +17.5% | +7.5% | +2.7% |
| 3Y | -72.8% | +76.6% | -149.4% | -85.4% |
| 5Y | -71.1% | +82.0% | -153.1% | -84.6% |
| All | -71.1% | +79.8% | -150.8% | -84.6% |
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