+861.1%
MEI vs SPY
+3,091.8%
-2,230.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | -13.8% | +0.1% | -13.9% | -14.2% |
| 30D | -9.1% | +0.1% | -9.1% | -9.4% |
| 3M | +23.8% | +2.0% | +21.8% | +21.7% |
| 6M | +89.2% | +13.0% | +76.2% | +64.1% |
| YTD | +140.4% | +13.5% | +126.8% | +107.7% |
| 1Y | +129.0% | +20.0% | +109.0% | +84.8% |
| 3Y | -43.2% | +77.2% | -120.4% | -71.7% |
| 5Y | -56.4% | +81.9% | -138.3% | -79.5% |
| 10Y | -45.3% | +314.1% | -359.4% | -91.3% |
| All | +861.1% | +3,091.8% | -2,230.7% | -77.8% |
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 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