+961.1%
MELI vs SIMO
+605.2%
+355.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -1.8% |
| 7D | -4.1% | +11.0% | -15.1% | -6.1% |
| 30D | +3.8% | +17.9% | -14.1% | -0.2% |
| 3M | +17.8% | +3.9% | +13.9% | +13.2% |
| 6M | +7.4% | +131.0% | -123.6% | -18.7% |
| YTD | -5.8% | +209.3% | -215.1% | -35.4% |
| 1Y | -18.9% | +223.8% | -242.6% | -45.4% |
| 3Y | +33.3% | +479.2% | -445.9% | -27.3% |
| 5Y | +2.7% | +316.0% | -313.3% | -40.9% |
| All | +961.1% | +605.2% | +355.9% | +380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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