+131.5%
MTW vs SPY
+14.6%
+116.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -5.2% |
| 7D | +0.2% | -0.7% | +0.9% | +1.4% |
| 30D | -1.3% | -1.0% | -0.3% | +0.5% |
| 3M | +60.6% | -0.3% | +60.9% | +62.1% |
| 6M | +80.5% | +7.3% | +73.2% | +62.4% |
| YTD | +93.5% | +13.3% | +80.2% | +60.0% |
| 1Y | +131.5% | +14.8% | +116.8% | +90.3% |
| All | +131.5% | +14.6% | +116.9% | +90.3% |
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