+2,072.1%
MTRN vs SPY
+3,059.5%
-987.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.5% |
| 7D | +6.3% | -0.4% | +6.7% | +6.8% |
| 30D | -9.5% | -1.4% | -8.1% | -7.9% |
| 3M | +9.5% | +3.7% | +5.8% | +5.6% |
| 6M | +74.5% | +13.0% | +61.5% | +53.1% |
| YTD | +104.0% | +12.4% | +91.6% | +80.2% |
| 1Y | +131.5% | +18.5% | +113.0% | +92.8% |
| 3Y | +149.9% | +77.6% | +72.3% | +30.6% |
| 5Y | +265.3% | +81.7% | +183.6% | +86.6% |
| 10Y | +833.1% | +319.7% | +513.4% | +80.8% |
| All | +2,072.1% | +3,059.5% | -987.4% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling