+627.2%
MEI vs SPY
+3,034.0%
-2,406.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -4.3% |
| 7D | +9.9% | +2.6% | +7.3% | +6.7% |
| 30D | -16.7% | -2.0% | -14.7% | -12.8% |
| 3M | -29.0% | -2.8% | -26.2% | -24.8% |
| 6M | -14.1% | +2.1% | -16.3% | -14.0% |
| YTD | +81.9% | +11.5% | +70.4% | +64.6% |
| 1Y | +73.8% | +13.5% | +60.3% | +53.9% |
| 3Y | -41.6% | +77.7% | -119.3% | -70.3% |
| 5Y | -71.3% | +72.6% | -143.9% | -85.2% |
| 10Y | -58.2% | +308.2% | -366.4% | -93.1% |
| All | +627.2% | +3,034.0% | -2,406.8% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling