+151.7%
MTDR vs SPY
+307.0%
-155.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | +7.0% | +2.6% | +4.4% | +2.6% |
| 30D | -2.3% | -2.0% | -0.3% | -0.1% |
| 3M | +4.5% | -2.8% | +7.3% | +7.7% |
| 6M | -5.2% | +2.1% | -7.3% | -11.2% |
| YTD | +29.9% | +11.5% | +18.4% | +2.4% |
| 1Y | +35.2% | +13.5% | +21.7% | +3.0% |
| 3Y | -0.3% | +77.7% | -78.0% | -66.2% |
| 5Y | +33.6% | +72.6% | -39.0% | -52.8% |
| All | +151.7% | +307.0% | -155.3% | -75.8% |
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 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