+1,426.7%
MTW vs SPY
+3,074.3%
-1,647.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.2% |
| 7D | +10.7% | +0.5% | +10.2% | +9.9% |
| 30D | +11.6% | -0.9% | +12.5% | +13.2% |
| 3M | +75.8% | +3.9% | +71.9% | +66.9% |
| 6M | +56.5% | +14.5% | +42.0% | +29.6% |
| YTD | +75.1% | +12.9% | +62.1% | +48.3% |
| 1Y | +106.0% | +19.4% | +86.6% | +61.4% |
| 3Y | +37.9% | +78.5% | -40.5% | -38.9% |
| 5Y | -5.8% | +81.8% | -87.5% | -58.3% |
| 10Y | +7.8% | +311.5% | -303.8% | -84.3% |
| All | +1,426.7% | +3,074.3% | -1,647.6% | -28.5% |
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