-48.2%
MEI vs SPY
+322.5%
-370.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +6.9% | +6.7% |
| 7D | -6.6% | -0.8% | -5.9% | -5.6% |
| 30D | -13.6% | -1.1% | -12.6% | -12.5% |
| 3M | +28.7% | +3.9% | +24.8% | +23.6% |
| 6M | +152.2% | +13.6% | +138.6% | +120.1% |
| YTD | +124.4% | +12.7% | +111.8% | +98.3% |
| 1Y | +82.6% | +17.5% | +65.1% | +54.0% |
| 3Y | -27.1% | +76.9% | -104.0% | -60.2% |
| 5Y | -60.6% | +83.6% | -144.2% | -79.6% |
| All | -48.2% | +322.5% | -370.7% | -90.1% |
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