+149.6%
MTC vs SPY
+11.8%
+137.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.8% | +9.0% |
| 7D | +20.2% | +3.3% | +16.9% | +14.6% |
| 30D | +18.5% | -2.7% | +21.2% | +23.4% |
| 3M | +102.6% | -1.7% | +104.4% | +106.4% |
| 6M | -0.3% | +3.1% | -3.4% | -7.4% |
| YTD | +79.5% | +11.9% | +67.6% | +55.0% |
| 1Y | +149.6% | +12.0% | +137.6% | +113.0% |
| All | +149.6% | +11.8% | +137.8% | +113.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling