+2.4%
MELI vs SFM
+213.6%
-211.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | -4.1% | -10.6% | +6.5% | -2.7% |
| 30D | +3.8% | -15.5% | +19.2% | +6.0% |
| 3M | +17.8% | -17.4% | +35.3% | +20.5% |
| 6M | +7.4% | -3.4% | +10.9% | +6.9% |
| YTD | -5.8% | -8.7% | +2.9% | -5.7% |
| 1Y | -18.9% | -47.2% | +28.3% | -11.2% |
| 3Y | +33.3% | +82.7% | -49.4% | +5.0% |
| All | +2.4% | +213.6% | -211.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling