+2.4%
MTH vs SPY
+78.1%
-75.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -5.3% | +2.6% | -7.9% | -7.5% |
| 30D | +11.1% | -2.0% | +13.1% | +13.1% |
| 3M | -11.8% | -2.8% | -9.0% | -9.5% |
| 6M | +6.3% | +2.1% | +4.1% | +4.0% |
| YTD | +0.1% | +11.5% | -11.4% | -10.0% |
| 1Y | -0.3% | +13.5% | -13.8% | -11.8% |
| 3Y | +2.4% | +77.7% | -75.3% | -54.0% |
| All | +2.4% | +78.1% | -75.7% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling