+14.5%
MTW vs SPY
+307.0%
-292.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.8% |
| 7D | +6.2% | +2.6% | +3.7% | +2.5% |
| 30D | +6.5% | -2.0% | +8.5% | +9.9% |
| 3M | +14.1% | -2.8% | +16.9% | +19.4% |
| 6M | +87.9% | +2.1% | +85.8% | +83.7% |
| YTD | +98.6% | +11.5% | +87.1% | +71.6% |
| 1Y | +106.1% | +13.5% | +92.7% | +73.9% |
| 3Y | +71.8% | +77.7% | -5.9% | -23.8% |
| 5Y | +8.9% | +72.6% | -63.7% | -48.2% |
| All | +14.5% | +307.0% | -292.5% | -85.9% |
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