+4.4%
MTH vs SPY
+9.7%
-5.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.5% |
| 7D | +5.6% | -2.7% | +8.3% | +8.4% |
| 30D | +13.3% | -5.4% | +18.7% | +19.4% |
| 3M | -5.1% | -4.1% | -1.0% | -1.4% |
| 6M | +6.4% | +0.7% | +5.7% | +4.8% |
| YTD | +5.7% | +8.7% | -3.0% | -5.8% |
| All | +4.4% | +9.7% | -5.4% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling