-89.7%
MTNB vs SPY
+18.1%
-107.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.9% | -10.6% | -10.0% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | -22.9% | -1.1% | -21.9% | -22.6% |
| 3M | -77.2% | +3.9% | -81.1% | -77.2% |
| 6M | -71.0% | +13.6% | -84.6% | -69.8% |
| YTD | -68.4% | +12.7% | -81.1% | -67.0% |
| 1Y | -89.7% | +17.5% | -107.2% | -90.5% |
| All | -89.7% | +18.1% | -107.8% | -90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling