+1,631.8%
MTW vs SPY
+3,034.0%
-1,402.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.8% |
| 7D | +6.2% | +2.6% | +3.7% | +2.6% |
| 30D | +6.5% | -2.0% | +8.5% | +9.9% |
| 3M | +14.1% | -2.8% | +16.9% | +19.3% |
| 6M | +87.9% | +2.1% | +85.8% | +83.8% |
| YTD | +98.6% | +11.5% | +87.1% | +72.0% |
| 1Y | +106.1% | +13.5% | +92.7% | +74.3% |
| 3Y | +71.8% | +77.7% | -5.9% | -23.2% |
| 5Y | +8.9% | +72.6% | -63.7% | -47.9% |
| 10Y | +16.9% | +308.2% | -291.2% | -82.7% |
| All | +1,631.8% | +3,034.0% | -1,402.2% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling