-4.6%
MTW vs SPY
+81.0%
-85.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +3.9% | -0.4% | +4.2% | +4.4% |
| 30D | +11.2% | -1.4% | +12.5% | +13.5% |
| 3M | +74.4% | +3.7% | +70.7% | +66.0% |
| 6M | +58.6% | +13.0% | +45.6% | +34.1% |
| YTD | +75.1% | +12.4% | +62.7% | +49.5% |
| 1Y | +110.4% | +18.5% | +91.9% | +66.9% |
| 3Y | +38.0% | +77.6% | -39.7% | -37.3% |
| 5Y | -4.6% | +81.7% | -86.3% | -57.3% |
| All | -4.6% | +81.0% | -85.6% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling