+72.1%
MEOH vs SPY
+81.0%
-8.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.6% |
| 7D | +2.8% | -0.4% | +3.2% | +3.1% |
| 30D | +12.7% | -1.4% | +14.1% | +14.2% |
| 3M | +8.4% | +3.7% | +4.6% | +3.5% |
| 6M | +18.3% | +13.0% | +5.3% | +1.9% |
| YTD | +57.9% | +12.4% | +45.5% | +37.3% |
| 1Y | +63.5% | +18.5% | +44.9% | +33.9% |
| 3Y | +60.5% | +77.6% | -17.1% | -13.8% |
| 5Y | +72.1% | +81.7% | -9.6% | -9.8% |
| All | +72.1% | +81.0% | -8.9% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling