-62.4%
MEI vs SPY
+81.0%
-143.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -22.7% | -0.4% | -22.3% | -22.5% |
| 30D | -14.5% | -1.4% | -13.2% | -13.2% |
| 3M | +30.2% | +3.7% | +26.5% | +25.1% |
| 6M | +149.8% | +13.0% | +136.7% | +118.9% |
| YTD | +114.3% | +12.4% | +101.9% | +89.5% |
| 1Y | +93.7% | +18.5% | +75.1% | +61.7% |
| 3Y | -32.5% | +77.6% | -110.2% | -61.1% |
| 5Y | -62.4% | +81.7% | -144.1% | -78.9% |
| All | -62.4% | +81.0% | -143.4% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling