-65.7%
MTEK vs SPY
+20.8%
-86.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.6% |
| 30D | -4.3% | +0.1% | -4.4% | -4.7% |
| 3M | -19.0% | +2.0% | -21.0% | -22.4% |
| 6M | -39.3% | +13.0% | -52.4% | -57.0% |
| YTD | -4.3% | +13.5% | -17.9% | -33.0% |
| 1Y | -65.7% | +20.0% | -85.7% | -80.5% |
| All | -65.7% | +20.8% | -86.6% | -80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling