+73.8%
MEI vs SPY
+12.1%
+61.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -3.8% |
| 7D | +9.9% | +2.6% | +7.3% | +2.8% |
| 30D | -16.7% | -2.0% | -14.7% | -8.9% |
| 3M | -29.0% | -2.8% | -26.2% | -20.8% |
| 6M | -14.1% | +2.1% | -16.3% | -15.0% |
| YTD | +81.9% | +11.5% | +70.4% | +52.2% |
| 1Y | +73.8% | +13.5% | +60.3% | +40.3% |
| All | +73.8% | +12.1% | +61.7% | +40.3% |
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