+6,770.4%
MELI vs SCCO
+1,266.7%
+5,503.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -4.1% | -2.7% | -1.4% | -3.2% |
| 30D | +3.8% | -0.7% | +4.5% | +3.1% |
| 3M | +17.8% | +8.1% | +9.8% | +10.4% |
| 6M | +7.4% | +4.1% | +3.3% | +0.2% |
| YTD | -5.8% | +41.1% | -46.9% | -27.7% |
| 1Y | -18.9% | +95.6% | -114.4% | -48.5% |
| 3Y | +33.3% | +179.3% | -145.9% | -36.9% |
| 5Y | +2.7% | +308.3% | -305.6% | -62.2% |
| 10Y | +962.9% | +1,090.2% | -127.3% | +84.7% |
| All | +6,770.4% | +1,266.7% | +5,503.7% | +628.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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