+292.1%
MTH vs SPY
+312.5%
-20.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -5.3% | -0.4% | -4.9% | -4.8% |
| 30D | -11.3% | -1.4% | -9.9% | -9.7% |
| 3M | -10.9% | +3.7% | -14.6% | -15.0% |
| 6M | -4.9% | +13.0% | -17.9% | -18.6% |
| YTD | -1.6% | +12.4% | -14.0% | -15.4% |
| 1Y | -17.2% | +18.5% | -35.7% | -33.7% |
| 3Y | +1.6% | +77.6% | -76.1% | -53.0% |
| 5Y | +29.7% | +81.7% | -52.0% | -41.3% |
| 10Y | +292.1% | +319.7% | -27.6% | -43.7% |
| All | +292.1% | +312.5% | -20.4% | -43.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling