+295.8%
MTH vs SPY
+314.4%
-18.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.6% |
| 7D | -4.5% | +0.5% | -5.1% | -5.2% |
| 30D | -13.6% | -0.9% | -12.7% | -12.5% |
| 3M | -5.0% | +3.9% | -8.8% | -9.5% |
| 6M | -3.5% | +14.5% | -18.0% | -18.8% |
| YTD | -0.7% | +12.9% | -13.6% | -15.1% |
| 1Y | -19.5% | +19.4% | -38.9% | -36.1% |
| 3Y | +2.5% | +78.5% | -75.9% | -52.9% |
| 5Y | +30.1% | +81.8% | -51.7% | -41.1% |
| All | +295.8% | +314.4% | -18.6% | -43.5% |
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