-93.4%
MTEX vs SPY
+895.9%
-989.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.5% | -0.4% | +23.8% | +23.7% |
| 7D | +33.5% | +0.1% | +33.4% | +33.4% |
| 30D | +77.5% | +0.1% | +77.5% | +77.3% |
| 3M | +59.6% | +2.0% | +57.6% | +57.6% |
| 6M | +33.3% | +13.0% | +20.3% | +24.0% |
| YTD | +9.1% | +13.5% | -4.5% | +1.2% |
| 1Y | -2.9% | +20.0% | -22.9% | -12.8% |
| 3Y | -29.7% | +77.2% | -106.9% | -50.2% |
| 5Y | -70.0% | +81.9% | -151.8% | -79.5% |
| 10Y | -25.1% | +314.1% | -339.1% | -70.3% |
| All | -93.4% | +895.9% | -989.3% | -98.1% |
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