-14.3%
MEC vs SPY
+194.4%
-208.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.2% | +4.9% |
| 7D | -10.5% | +0.1% | -10.6% | -9.8% |
| 30D | -6.6% | -3.3% | -3.3% | -2.0% |
| 3M | -41.6% | -2.4% | -39.2% | -39.3% |
| 6M | -48.1% | +2.6% | -50.7% | -48.7% |
| YTD | -24.6% | +11.2% | -35.9% | -31.6% |
| 1Y | -14.7% | +13.4% | -28.1% | -24.0% |
| 3Y | +28.7% | +79.9% | -51.2% | -32.4% |
| 5Y | -15.3% | +72.2% | -87.5% | -53.4% |
| All | -14.3% | +194.4% | -208.8% | -75.9% |
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