+33.3%
MELI vs SITM
+452.7%
-419.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.7% |
| 7D | -4.1% | +3.9% | -7.9% | -4.3% |
| 30D | +3.8% | -6.6% | +10.4% | +4.0% |
| 3M | +17.8% | -11.9% | +29.7% | +18.0% |
| 6M | +7.4% | +81.1% | -73.7% | +0.1% |
| YTD | -5.8% | +80.0% | -85.8% | -12.7% |
| 1Y | -18.9% | +145.8% | -164.7% | -27.5% |
| 3Y | +33.3% | +475.9% | -442.5% | +2.9% |
| All | +33.3% | +452.7% | -419.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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