+845.2%
MTRN vs SPY
+322.5%
+522.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.3% |
| 7D | +5.4% | -0.8% | +6.2% | +6.4% |
| 30D | -9.0% | -1.1% | -8.0% | -7.8% |
| 3M | +4.7% | +3.9% | +0.9% | +0.6% |
| 6M | +79.8% | +13.6% | +66.2% | +56.7% |
| YTD | +107.6% | +12.7% | +94.9% | +82.7% |
| 1Y | +126.6% | +17.5% | +109.1% | +90.4% |
| 3Y | +149.4% | +76.9% | +72.5% | +32.0% |
| 5Y | +271.4% | +83.6% | +187.8% | +89.2% |
| All | +845.2% | +322.5% | +522.7% | +85.3% |
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