-66.0%
MTEK vs SPY
+77.9%
-143.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -7.0% | -0.4% | -6.6% | -6.8% |
| 30D | -10.1% | -1.4% | -8.7% | -9.1% |
| 3M | -8.5% | +3.7% | -12.3% | -11.1% |
| 6M | -40.6% | +13.0% | -53.6% | -45.5% |
| YTD | -7.8% | +12.4% | -20.2% | -14.8% |
| 1Y | -64.6% | +18.5% | -83.1% | -68.1% |
| 3Y | +13.2% | +77.6% | -64.4% | -20.7% |
| All | -66.0% | +77.9% | -143.9% | -75.5% |
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 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