+680.7%
MEI vs SPY
+3,056.6%
-2,375.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +5.3% |
| 7D | -4.3% | -0.9% | -3.4% | -1.4% |
| 30D | -16.4% | -2.4% | -14.0% | -12.0% |
| 3M | -23.9% | -1.2% | -22.8% | -21.2% |
| 6M | +33.7% | +3.3% | +30.5% | +32.3% |
| YTD | +95.3% | +12.3% | +83.0% | +75.0% |
| 1Y | +97.0% | +12.4% | +84.6% | +76.4% |
| 3Y | -38.2% | +78.8% | -117.0% | -68.9% |
| 5Y | -69.4% | +75.2% | -144.5% | -84.5% |
| 10Y | -55.1% | +311.1% | -366.2% | -92.7% |
| All | +680.7% | +3,056.6% | -2,375.9% | -81.3% |
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 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