+10,006.6%
MTH vs SPY
+3,091.8%
+6,914.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -5.2% | +0.1% | -5.4% | -5.4% |
| 30D | -10.2% | +0.1% | -10.2% | -10.2% |
| 3M | -0.6% | +2.0% | -2.6% | -3.4% |
| 6M | -4.4% | +13.0% | -17.4% | -18.6% |
| YTD | +3.8% | +13.5% | -9.8% | -12.3% |
| 1Y | -15.2% | +20.0% | -35.2% | -33.5% |
| 3Y | +1.3% | +77.2% | -75.9% | -53.1% |
| 5Y | +32.2% | +81.9% | -49.7% | -40.4% |
| 10Y | +299.3% | +314.1% | -14.8% | -36.1% |
| All | +10,006.6% | +3,091.8% | +6,914.8% | +465.5% |
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 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