+449.3%
MTDR vs SPY
+646.9%
-197.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.3% |
| 7D | +4.9% | +0.1% | +4.8% | +4.6% |
| 30D | +26.7% | +0.1% | +26.7% | +26.4% |
| 3M | +6.9% | +2.0% | +4.9% | +2.1% |
| 6M | +12.1% | +13.0% | -0.9% | -12.0% |
| YTD | +42.5% | +13.5% | +28.9% | +10.5% |
| 1Y | +22.1% | +20.0% | +2.1% | -14.4% |
| 3Y | -1.8% | +77.2% | -78.9% | -65.8% |
| 5Y | +127.5% | +81.9% | +45.6% | -25.7% |
| 10Y | +172.1% | +314.1% | -142.0% | -72.3% |
| All | +449.3% | +646.9% | -197.6% | -72.9% |
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