+400.9%
MTDR vs SPY
+633.4%
-232.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | +7.0% | +2.6% | +4.4% | +2.5% |
| 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% | -11.3% |
| YTD | +29.9% | +11.5% | +18.4% | +2.3% |
| 1Y | +35.2% | +13.5% | +21.7% | +2.9% |
| 3Y | -0.3% | +77.7% | -78.0% | -65.9% |
| 5Y | +33.6% | +72.6% | -39.0% | -52.5% |
| 10Y | +152.6% | +308.2% | -155.6% | -74.2% |
| All | +400.9% | +633.4% | -232.5% | -74.9% |
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