+378.4%
MTH vs SPY
+315.0%
+63.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +0.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +19.6% | -3.3% | +22.9% | +24.5% |
| 3M | -5.0% | -2.4% | -2.6% | -2.2% |
| 6M | +9.5% | +2.6% | +6.9% | +5.6% |
| YTD | +9.2% | +11.2% | -2.0% | -5.1% |
| 1Y | +7.9% | +13.4% | -5.5% | -8.5% |
| 3Y | +15.4% | +79.9% | -64.5% | -47.8% |
| 5Y | +30.1% | +72.2% | -42.1% | -36.7% |
| 10Y | +378.4% | +307.3% | +71.0% | -30.8% |
| All | +378.4% | +315.0% | +63.3% | -30.8% |
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