-67.3%
MTEK vs SPY
+78.3%
-145.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -7.2% | -0.8% | -6.4% | -6.6% |
| 30D | -16.3% | -1.1% | -15.2% | -15.6% |
| 3M | -23.1% | +3.9% | -27.0% | -25.4% |
| 6M | -39.4% | +13.6% | -53.0% | -44.7% |
| YTD | -11.2% | +12.7% | -23.9% | -18.1% |
| 1Y | -67.9% | +17.5% | -85.4% | -71.0% |
| 3Y | +6.2% | +76.9% | -70.7% | -25.5% |
| All | -67.3% | +78.3% | -145.6% | -76.5% |
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 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