+129.0%
MEI vs SPY
+20.8%
+108.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.3% |
| 7D | -13.8% | +0.1% | -13.9% | -14.5% |
| 30D | -9.1% | +0.1% | -9.1% | -9.6% |
| 3M | +23.8% | +2.0% | +21.8% | +18.6% |
| 6M | +89.2% | +13.0% | +76.2% | +48.0% |
| YTD | +140.4% | +13.5% | +126.8% | +86.7% |
| 1Y | +129.0% | +20.0% | +109.0% | +61.7% |
| All | +129.0% | +20.8% | +108.1% | +61.7% |
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