-18.9%
MELI vs SAN
+51.4%
-70.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | +3.8% | +0.9% | +2.8% | +3.6% |
| 3M | +17.8% | +19.1% | -1.3% | +13.1% |
| 6M | +7.4% | +33.2% | -25.8% | 0.0% |
| YTD | -5.8% | +29.1% | -34.9% | -12.5% |
| 1Y | -18.9% | +50.2% | -69.1% | -27.4% |
| All | -18.9% | +51.4% | -70.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling