+87.9%
MTW vs SPY
+2.7%
+85.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.7% |
| 7D | +6.2% | +2.6% | +3.7% | +1.6% |
| 30D | +6.5% | -2.0% | +8.5% | +10.6% |
| 3M | +14.1% | -2.8% | +16.9% | +20.4% |
| 6M | +87.9% | +2.1% | +85.8% | +84.4% |
| All | +87.9% | +2.7% | +85.3% | +84.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling