-100.0%
MTEN vs SPY
+55.5%
-155.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | +5.4% | +2.6% | +2.8% | +3.5% |
| 30D | -62.4% | -2.0% | -60.4% | -61.6% |
| 3M | -72.7% | -2.8% | -69.9% | -72.0% |
| 6M | -65.9% | +2.1% | -68.0% | -65.9% |
| YTD | -99.8% | +11.5% | -111.3% | -99.8% |
| 1Y | -99.9% | +13.5% | -113.4% | -99.9% |
| All | -100.0% | +55.5% | -155.5% | -100.0% |
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