+12.1%
MITP vs SPY
+49.4%
-37.2%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +1.4% | +0.1% | +1.4% | +1.4% |
| 3M | +3.1% | +2.0% | +1.1% | +2.9% |
| 6M | +2.3% | +13.0% | -10.7% | +1.4% |
| YTD | +2.5% | +13.5% | -11.0% | +1.5% |
| 1Y | +5.2% | +20.0% | -14.8% | +3.8% |
| All | +12.1% | +49.4% | -37.2% | +9.1% |
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 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