+6,875.0%
MELI vs SM
+40.1%
+6,835.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.3% | -3.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +5.8% | +31.5% | -25.7% | +0.5% |
| 3M | +19.5% | +17.3% | +2.2% | +15.0% |
| 6M | +7.7% | +48.5% | -40.8% | -1.9% |
| YTD | -4.4% | +106.3% | -110.6% | -18.4% |
| 1Y | -17.9% | +47.3% | -65.2% | -25.9% |
| 3Y | +34.9% | -1.4% | +36.3% | +26.0% |
| 5Y | +1.1% | +114.0% | -113.0% | -21.3% |
| 10Y | +955.8% | +12.5% | +943.3% | +518.5% |
| All | +6,875.0% | +40.1% | +6,835.0% | +1,308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling