+83.9%
MEI vs SPY
+11.8%
+72.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.1% |
| 7D | +22.3% | +3.3% | +19.1% | +12.4% |
| 30D | -17.5% | -2.7% | -14.8% | -8.4% |
| 3M | -26.5% | -1.7% | -24.7% | -20.5% |
| 6M | +33.7% | +3.1% | +30.6% | +30.0% |
| YTD | +91.1% | +11.9% | +79.2% | +59.6% |
| 1Y | +83.9% | +12.0% | +71.9% | +53.8% |
| All | +83.9% | +11.8% | +72.1% | +53.8% |
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 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