-62.4%
MEI price history and return analytics
+65.7%
-128.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.4% |
| 7D | -22.7% | -0.1% | -22.6% | -22.7% |
| 30D | -14.5% | -0.7% | -13.9% | -13.8% |
| 3M | +30.2% | +4.0% | +26.2% | +24.1% |
| 6M | +149.8% | +12.3% | +137.5% | +117.5% |
| YTD | +114.3% | +14.0% | +100.3% | +83.5% |
| 1Y | +93.7% | +20.3% | +73.4% | +55.2% |
| 3Y | -32.5% | +75.4% | -108.0% | -63.2% |
| 5Y | -62.4% | +66.0% | -128.4% | -78.7% |
| All | -62.4% | +65.7% | -128.1% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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