-16.3%
MEC vs SPY
+12.3%
-28.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.2% | +3.0% |
| 7D | -10.5% | +0.1% | -10.6% | -9.1% |
| 30D | -6.6% | -3.3% | -3.3% | +0.7% |
| 3M | -41.6% | -2.4% | -39.2% | -38.0% |
| 6M | -48.1% | +2.6% | -50.7% | -48.8% |
| YTD | -24.6% | +11.2% | -35.9% | -34.5% |
| All | -16.3% | +12.3% | -28.7% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling