+153.1%
MEOH vs SPY
+318.9%
-165.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.5% |
| 7D | +5.7% | -2.0% | +7.7% | +8.3% |
| 30D | +15.6% | -1.7% | +17.2% | +17.8% |
| 3M | +7.2% | +4.7% | +2.5% | 0.0% |
| 6M | +25.1% | +12.5% | +12.6% | +4.4% |
| YTD | +59.0% | +11.7% | +47.3% | +34.3% |
| 1Y | +65.7% | +17.5% | +48.2% | +30.9% |
| 3Y | +61.7% | +76.6% | -14.9% | -25.3% |
| 5Y | +73.3% | +82.0% | -8.8% | -24.4% |
| All | +153.1% | +318.9% | -165.8% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling