-15.1%
MTC vs SPY
+80.4%
-95.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.7% | +9.6% |
| 7D | +15.0% | +0.1% | +14.9% | +15.0% |
| 30D | +38.4% | +0.1% | +38.4% | +38.3% |
| 3M | +9.3% | +2.0% | +7.3% | +7.4% |
| 6M | -4.6% | +13.0% | -17.6% | -13.7% |
| YTD | +27.5% | +13.5% | +13.9% | +15.5% |
| 1Y | +358.9% | +20.0% | +339.0% | +306.2% |
| All | -15.1% | +80.4% | -95.5% | +3.7% |
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