-99.9%
MTEN vs SPY
+58.4%
-158.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +3.1% | +0.1% | +3.1% | +3.0% |
| 3M | -7.2% | +2.0% | -9.2% | -8.5% |
| 6M | -34.8% | +13.0% | -47.8% | -37.9% |
| YTD | -99.4% | +13.5% | -112.9% | -99.4% |
| 1Y | -100.0% | +20.0% | -119.9% | -100.0% |
| All | -99.9% | +58.4% | -158.2% | -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 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