-45.9%
MTEX vs SPY
+307.0%
-352.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.8% | -0.4% | -29.5% | -29.7% |
| 7D | -22.3% | +2.6% | -24.9% | -23.0% |
| 30D | -13.1% | -2.0% | -11.1% | -12.3% |
| 3M | +2.4% | -2.8% | +5.2% | +3.8% |
| 6M | +21.2% | +2.1% | +19.0% | +20.5% |
| YTD | -23.6% | +11.5% | -35.1% | -26.6% |
| 1Y | -33.8% | +13.5% | -47.3% | -36.9% |
| 3Y | -25.8% | +77.7% | -103.5% | -41.1% |
| 5Y | -81.3% | +72.6% | -153.9% | -85.0% |
| All | -45.9% | +307.0% | -352.9% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling