-57.5%
MEI vs SPY
+308.5%
-366.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.7% |
| 7D | +22.3% | +3.3% | +19.1% | +17.9% |
| 30D | -17.5% | -2.7% | -14.8% | -13.0% |
| 3M | -26.5% | -1.7% | -24.7% | -23.4% |
| 6M | +33.7% | +3.1% | +30.6% | +32.8% |
| YTD | +91.1% | +11.9% | +79.2% | +73.7% |
| 1Y | +83.9% | +12.0% | +71.9% | +67.1% |
| 3Y | -39.5% | +78.2% | -117.7% | -66.6% |
| 5Y | -69.8% | +73.2% | -143.1% | -82.9% |
| All | -57.5% | +308.5% | -366.0% | -92.0% |
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 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