-98.8%
MTNB vs SPY
+307.0%
-405.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -24.4% | +2.6% | -27.0% | -26.6% |
| 30D | -63.7% | -2.0% | -61.7% | -63.1% |
| 3M | -74.2% | -2.8% | -71.5% | -73.5% |
| 6M | -89.4% | +2.1% | -91.5% | -89.6% |
| YTD | +53.6% | +11.5% | +42.1% | +36.4% |
| 1Y | -25.6% | +13.5% | -39.1% | -35.5% |
| 3Y | -91.7% | +77.7% | -169.4% | -95.4% |
| 5Y | -98.3% | +72.6% | -170.9% | -99.0% |
| All | -98.8% | +307.0% | -405.8% | -99.7% |
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