-99.5%
MTNB vs SPY
+79.8%
-179.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.6% | +12.0% | +12.0% |
| 7D | +13.3% | -2.0% | +15.2% | +15.5% |
| 30D | -21.8% | -1.7% | -20.1% | -20.3% |
| 3M | -74.2% | +4.7% | -78.9% | -75.4% |
| 6M | -66.0% | +12.5% | -78.5% | -69.9% |
| YTD | -65.0% | +11.7% | -76.7% | -68.8% |
| 1Y | -87.3% | +17.5% | -104.8% | -89.4% |
| 3Y | -97.5% | +76.6% | -174.0% | -98.7% |
| 5Y | -99.5% | +82.0% | -181.5% | -99.7% |
| All | -99.5% | +79.8% | -179.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling