-95.4%
MTEX vs SPY
+877.8%
-973.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.8% | -0.4% | -29.5% | -29.6% |
| 7D | -22.3% | +2.6% | -24.9% | -23.3% |
| 30D | -13.1% | -2.0% | -11.1% | -11.9% |
| 3M | +2.4% | -2.8% | +5.2% | +4.3% |
| 6M | +21.2% | +2.1% | +19.0% | +20.0% |
| YTD | -23.6% | +11.5% | -35.1% | -28.2% |
| 1Y | -33.8% | +13.5% | -47.3% | -38.5% |
| 3Y | -25.8% | +77.7% | -103.5% | -47.2% |
| 5Y | -81.3% | +72.6% | -153.9% | -86.8% |
| 10Y | -45.9% | +308.2% | -354.1% | -78.3% |
| All | -95.4% | +877.8% | -973.2% | -98.6% |
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