+1,474.2%
MELI vs SFM
+108.9%
+1,365.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.4% | -1.9% |
| 7D | -6.5% | -7.2% | +0.7% | -5.3% |
| 30D | +2.8% | -14.3% | +17.2% | +5.4% |
| 3M | +14.3% | -13.7% | +28.1% | +16.7% |
| 6M | +6.0% | -6.0% | +12.1% | +6.0% |
| YTD | -6.8% | -8.2% | +1.4% | -6.9% |
| 1Y | -20.9% | -46.2% | +25.3% | -13.6% |
| 3Y | +31.4% | +83.6% | -52.2% | +8.6% |
| 5Y | -0.4% | +212.7% | -213.1% | -27.8% |
| 10Y | +951.2% | +273.0% | +678.1% | +580.4% |
| All | +1,474.2% | +108.9% | +1,365.3% | +1,216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling