+70.2%
MGEE vs SPY
+322.5%
-252.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | -5.3% | -1.1% | -4.3% | -4.7% |
| 3M | +0.4% | +3.9% | -3.5% | -2.3% |
| 6M | +4.5% | +13.6% | -9.1% | -4.4% |
| YTD | -0.6% | +12.7% | -13.3% | -8.8% |
| 1Y | -8.8% | +17.5% | -26.3% | -18.9% |
| 3Y | +13.4% | +76.9% | -63.5% | -26.2% |
| 5Y | +7.5% | +83.6% | -76.1% | -33.6% |
| All | +70.2% | +322.5% | -252.3% | -48.7% |
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