-58.1%
MED vs SPY
+318.9%
-376.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -3.9% | -2.0% | -1.9% | -2.1% |
| 30D | +3.4% | -1.7% | +5.1% | +5.0% |
| 3M | -0.7% | +4.7% | -5.5% | -4.5% |
| 6M | +12.3% | +12.5% | -0.2% | +1.2% |
| YTD | +12.8% | +11.7% | +1.1% | +2.4% |
| 1Y | -12.7% | +17.5% | -30.2% | -24.5% |
| 3Y | -84.9% | +76.6% | -161.4% | -91.3% |
| 5Y | -94.2% | +82.0% | -176.2% | -96.8% |
| All | -58.1% | +318.9% | -376.9% | -88.8% |
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