+20.6%
MEC vs SPY
+198.9%
-178.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.6% |
| 7D | +3.4% | +0.5% | +2.9% | +2.8% |
| 30D | -17.9% | -0.9% | -16.9% | -17.1% |
| 3M | -40.9% | +3.9% | -44.8% | -43.1% |
| 6M | +3.5% | +14.5% | -11.0% | -9.9% |
| YTD | +6.1% | +12.9% | -6.8% | -6.4% |
| 1Y | +32.3% | +19.4% | +13.0% | +10.1% |
| 3Y | +79.7% | +78.5% | +1.3% | -5.8% |
| 5Y | +41.3% | +81.8% | -40.5% | -28.2% |
| All | +20.6% | +198.9% | -178.3% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling