-55.1%
MNTN vs SPY
+33.0%
-88.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.4% |
| 7D | -8.6% | -0.8% | -7.9% | -7.9% |
| 30D | -1.0% | -1.1% | +0.1% | +0.2% |
| 3M | +38.7% | +3.9% | +34.8% | +33.5% |
| 6M | +12.9% | +13.6% | -0.7% | -3.4% |
| YTD | -0.9% | +12.7% | -13.6% | -13.7% |
| 1Y | -40.2% | +17.5% | -57.7% | -50.8% |
| All | -55.1% | +33.0% | -88.1% | -70.5% |
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