+1,523.1%
MEOH vs SPY
+3,091.8%
-1,568.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +13.1% | +0.1% | +13.0% | +12.9% |
| 3M | -3.0% | +2.0% | -5.0% | -5.4% |
| 6M | +10.9% | +13.0% | -2.1% | -2.8% |
| YTD | +48.9% | +13.5% | +35.3% | +30.1% |
| 1Y | +60.9% | +20.0% | +41.0% | +33.6% |
| 3Y | +42.7% | +77.2% | -34.5% | -16.4% |
| 5Y | +68.2% | +81.9% | -13.7% | -3.6% |
| 10Y | +128.3% | +314.1% | -185.8% | -30.3% |
| All | +1,523.1% | +3,091.8% | -1,568.7% | +25.0% |
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