+208.9%
MED vs SPY
+2,770.4%
-2,561.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +1.0% | +3.3% | -2.3% | -1.2% |
| 30D | +10.2% | -2.7% | +12.9% | +12.4% |
| 3M | +11.0% | -1.7% | +12.7% | +12.5% |
| 6M | +2.3% | +3.1% | -0.8% | +0.5% |
| YTD | +20.4% | +11.9% | +8.5% | +11.6% |
| 1Y | +10.6% | +12.0% | -1.4% | +2.4% |
| 3Y | -80.3% | +78.2% | -158.5% | -87.1% |
| 5Y | -93.7% | +73.2% | -166.9% | -95.8% |
| 10Y | -57.5% | +309.6% | -367.2% | -83.7% |
| All | +208.9% | +2,770.4% | -2,561.6% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling