+128.7%
MEOH vs SPY
+307.0%
-178.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | +6.3% | +2.6% | +3.7% | +2.9% |
| 30D | +11.2% | -2.0% | +13.1% | +12.9% |
| 3M | +30.4% | -2.8% | +33.2% | +33.3% |
| 6M | +11.7% | +2.1% | +9.5% | +6.1% |
| YTD | +79.3% | +11.5% | +67.8% | +50.1% |
| 1Y | +90.2% | +13.5% | +76.7% | +55.5% |
| 3Y | +75.2% | +77.7% | -2.5% | -20.5% |
| 5Y | +67.0% | +72.6% | -5.6% | -21.9% |
| All | +128.7% | +307.0% | -178.3% | -65.4% |
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 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