-34.9%
MTEX vs SPY
+76.5%
-111.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.5% | -9.9% | -10.3% |
| 7D | +17.4% | -0.4% | +17.8% | +17.5% |
| 30D | +63.5% | -1.4% | +64.8% | +63.9% |
| 3M | +43.3% | +3.7% | +39.6% | +42.1% |
| 6M | +23.2% | +13.0% | +10.2% | +20.8% |
| YTD | -2.9% | +12.4% | -15.3% | -4.7% |
| 1Y | -6.3% | +18.5% | -24.8% | -9.3% |
| All | -34.9% | +76.5% | -111.4% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling