+10,190.8%
MTH vs SPY
+2,954.7%
+7,236.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.6% |
| 7D | +5.6% | -2.7% | +8.3% | +9.3% |
| 30D | +13.3% | -5.4% | +18.7% | +21.4% |
| 3M | -5.1% | -4.1% | -1.0% | 0.0% |
| 6M | +6.4% | +0.7% | +5.7% | +5.0% |
| YTD | +5.7% | +8.7% | -3.0% | -5.7% |
| 1Y | +6.9% | +10.9% | -3.9% | -7.1% |
| 3Y | +10.7% | +75.0% | -64.3% | -48.2% |
| 5Y | +29.7% | +67.8% | -38.1% | -35.1% |
| 10Y | +381.8% | +312.9% | +69.0% | -22.9% |
| All | +10,190.8% | +2,954.7% | +7,236.1% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling