+34.0%
MELI vs SFM
+80.7%
-46.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -4.3% | -8.8% | +4.5% | -3.9% |
| 30D | -1.7% | -14.5% | +12.7% | -1.2% |
| 3M | +20.0% | -16.8% | +36.9% | +20.7% |
| 6M | +9.4% | -5.3% | +14.8% | +9.4% |
| YTD | -5.4% | -9.4% | +4.0% | -5.1% |
| 1Y | -18.8% | -46.2% | +27.3% | -15.7% |
| All | +34.0% | +80.7% | -46.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling