-99.9%
MTEN vs SPY
+56.8%
-156.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | -5.6% | -1.4% | -4.2% | -4.7% |
| 3M | -32.9% | +3.7% | -36.6% | -34.0% |
| 6M | -38.6% | +13.0% | -51.6% | -41.2% |
| YTD | -99.4% | +12.4% | -111.8% | -99.4% |
| 1Y | -100.0% | +18.5% | -118.5% | -100.0% |
| All | -99.9% | +56.8% | -156.6% | -99.9% |
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