-99.3%
MTC vs SPY
+234.3%
-333.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.7% | +9.7% |
| 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% | +7.1% |
| 6M | -4.6% | +13.0% | -17.6% | -16.5% |
| YTD | +27.5% | +13.5% | +13.9% | +11.7% |
| 1Y | +358.9% | +20.0% | +339.0% | +282.4% |
| 3Y | -19.9% | +77.2% | -97.0% | -57.2% |
| 5Y | -96.2% | +81.9% | -178.1% | -98.0% |
| All | -99.3% | +234.3% | -333.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling