-97.7%
MTNB vs SPY
+76.5%
-174.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -31.6% | -1.4% | -30.2% | -30.6% |
| 3M | -76.9% | +3.7% | -80.6% | -77.6% |
| 6M | -69.5% | +13.0% | -82.5% | -72.4% |
| YTD | -68.6% | +12.4% | -81.0% | -71.4% |
| 1Y | -88.8% | +18.5% | -107.3% | -90.4% |
| All | -97.7% | +76.5% | -174.2% | -98.9% |
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