+537.2%
MTX vs SPY
+3,074.3%
-2,537.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -0.3% | +0.5% | -0.9% | -0.9% |
| 30D | -6.2% | -0.9% | -5.2% | -5.3% |
| 3M | -6.5% | +3.9% | -10.4% | -10.1% |
| 6M | +5.0% | +14.5% | -9.5% | -8.2% |
| YTD | +16.3% | +12.9% | +3.3% | +3.0% |
| 1Y | +10.7% | +19.4% | -8.7% | -7.2% |
| 3Y | +31.8% | +78.5% | -46.7% | -25.1% |
| 5Y | -5.4% | +81.8% | -87.1% | -47.2% |
| 10Y | +7.1% | +311.5% | -304.4% | -70.0% |
| All | +537.2% | +3,074.3% | -2,537.1% | -46.3% |
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 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