-18.9%
MELI vs SM
+48.5%
-67.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.1% | +4.6% | -8.6% | -3.8% |
| 30D | +3.8% | +18.2% | -14.4% | +5.0% |
| 3M | +17.8% | +22.5% | -4.7% | +19.8% |
| 6M | +7.4% | +50.6% | -43.1% | +8.0% |
| YTD | -5.8% | +108.1% | -113.9% | -6.6% |
| 1Y | -18.9% | +46.0% | -64.9% | -17.4% |
| All | -18.9% | +48.5% | -67.4% | -17.4% |
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