+21.1%
MEAR vs SPY
+336.3%
-315.2%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.1% | +3.3% | -3.4% | -0.1% |
| 30D | +0.8% | -2.7% | +3.4% | +0.8% |
| 3M | +0.3% | -1.7% | +2.0% | +0.3% |
| 6M | +0.8% | +3.1% | -2.3% | +0.8% |
| YTD | +1.7% | +11.9% | -10.2% | +1.6% |
| 1Y | +2.1% | +12.0% | -9.9% | +2.0% |
| 3Y | +10.0% | +78.2% | -68.2% | +9.6% |
| 5Y | +13.5% | +73.2% | -59.8% | +13.0% |
| 10Y | +19.8% | +309.6% | -289.8% | +19.0% |
| All | +21.1% | +336.3% | -315.2% | +20.3% |
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 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