+19.1%
MTN vs SPY
+322.5%
-303.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.3% |
| 7D | +3.8% | -0.8% | +4.6% | +4.5% |
| 30D | -5.6% | -1.1% | -4.5% | -4.7% |
| 3M | +4.4% | +3.9% | +0.5% | +0.7% |
| 6M | +4.5% | +13.6% | -9.1% | -7.3% |
| YTD | +9.0% | +12.7% | -3.7% | -2.8% |
| 1Y | +1.3% | +17.5% | -16.2% | -13.2% |
| 3Y | -34.5% | +76.9% | -111.4% | -61.9% |
| 5Y | -42.2% | +83.6% | -125.8% | -67.5% |
| All | +19.1% | +322.5% | -303.4% | -67.5% |
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 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