+193.2%
MTDR vs SPY
+318.9%
-125.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.5% |
| 7D | +3.2% | -2.0% | +5.2% | +6.5% |
| 30D | +17.1% | -1.7% | +18.8% | +20.0% |
| 3M | +13.1% | +4.7% | +8.3% | +3.3% |
| 6M | +14.8% | +12.5% | +2.2% | -9.3% |
| YTD | +48.4% | +11.7% | +36.7% | +18.1% |
| 1Y | +28.6% | +17.5% | +11.2% | -6.7% |
| 3Y | +4.3% | +76.6% | -72.3% | -64.0% |
| 5Y | +134.2% | +82.0% | +52.1% | -25.4% |
| All | +193.2% | +318.9% | -125.7% | -75.0% |
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 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