+92.9%
MRTN vs SPY
+322.5%
-229.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.6% |
| 7D | -4.2% | -0.8% | -3.4% | -3.5% |
| 30D | -7.8% | -1.1% | -6.7% | -6.9% |
| 3M | -24.3% | +3.9% | -28.1% | -26.8% |
| 6M | +15.2% | +13.6% | +1.6% | +3.2% |
| YTD | +22.3% | +12.7% | +9.6% | +10.4% |
| 1Y | +17.6% | +17.5% | +0.1% | +2.3% |
| 3Y | -28.6% | +76.9% | -105.5% | -56.8% |
| 5Y | -2.6% | +83.6% | -86.2% | -43.8% |
| All | +92.9% | +322.5% | -229.5% | -54.8% |
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