+961.1%
MELI vs SCHG
+459.0%
+502.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.6% |
| 7D | -4.1% | -1.0% | -3.1% | -2.8% |
| 30D | +3.8% | -1.3% | +5.0% | +5.4% |
| 3M | +17.8% | +5.4% | +12.4% | +9.4% |
| 6M | +7.4% | +14.4% | -7.0% | -10.6% |
| YTD | -5.8% | +8.0% | -13.8% | -15.6% |
| 1Y | -18.9% | +12.7% | -31.6% | -31.4% |
| 3Y | +33.3% | +85.6% | -52.3% | -47.6% |
| 5Y | +2.7% | +85.5% | -82.8% | -56.0% |
| All | +961.1% | +459.0% | +502.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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