-24.2%
MEC vs SPY
+72.1%
-96.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -8.0% |
| 7D | -2.3% | +2.6% | -4.9% | -4.5% |
| 30D | -10.7% | -2.0% | -8.7% | -8.2% |
| 3M | -45.2% | -2.8% | -42.4% | -43.2% |
| 6M | -50.0% | +2.1% | -52.2% | -50.2% |
| YTD | -31.5% | +11.5% | -43.0% | -36.5% |
| 1Y | -20.9% | +13.5% | -34.4% | -27.6% |
| 3Y | +10.1% | +77.7% | -67.6% | -31.7% |
| All | -24.2% | +72.1% | -96.3% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling