+101.1%
MFEM vs SPY
+258.4%
-157.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +5.5% | +0.1% | +5.5% | +5.5% |
| 3M | -0.8% | +2.0% | -2.8% | -2.1% |
| 6M | +15.0% | +13.0% | +2.0% | +5.2% |
| YTD | +28.6% | +13.5% | +15.1% | +17.2% |
| 1Y | +39.6% | +20.0% | +19.6% | +22.0% |
| 3Y | +77.5% | +77.2% | +0.3% | +12.9% |
| 5Y | +50.7% | +81.9% | -31.2% | -7.2% |
| All | +101.1% | +258.4% | -157.3% | -33.0% |
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