-24.5%
MELI vs SM
+70.4%
-94.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.3% | +20.0% | +2.5% |
| 7D | +4.0% | -21.5% | +25.5% | +0.9% |
| 30D | -6.5% | -11.4% | +4.9% | -7.9% |
| 3M | -7.9% | +0.6% | -8.5% | -7.8% |
| 6M | -4.1% | +0.2% | -4.3% | -3.4% |
| YTD | -13.6% | +69.7% | -83.3% | -12.4% |
| 1Y | -24.5% | +71.6% | -96.1% | -24.5% |
| All | -24.5% | +70.4% | -94.9% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling