-44.7%
MTC vs SPY
+75.1%
-119.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.1% |
| 7D | +4.9% | -2.7% | +7.6% | +7.4% |
| 30D | +3.8% | -5.4% | +9.2% | +9.1% |
| 3M | +73.0% | -4.1% | +77.0% | +79.1% |
| 6M | -31.0% | +0.7% | -31.7% | -31.6% |
| YTD | +51.5% | +8.7% | +42.8% | +41.9% |
| 1Y | +87.0% | +10.9% | +76.1% | +72.5% |
| 3Y | -44.7% | +75.0% | -119.7% | +34.1% |
| All | -44.7% | +75.1% | -119.7% | +34.1% |
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