-99.2%
MTC vs SPY
+232.4%
-331.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.7% | +7.7% |
| 7D | +26.9% | +0.5% | +26.4% | +26.1% |
| 30D | +55.7% | -0.9% | +56.6% | +57.2% |
| 3M | +55.7% | +3.9% | +51.8% | +49.1% |
| 6M | -0.4% | +14.5% | -14.9% | -14.0% |
| YTD | +36.5% | +12.9% | +23.6% | +20.3% |
| 1Y | +391.6% | +19.4% | +372.2% | +311.6% |
| 3Y | -7.2% | +78.5% | -85.7% | -50.9% |
| 5Y | -95.7% | +81.8% | -177.5% | -97.8% |
| All | -99.2% | +232.4% | -331.7% | -99.8% |
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