+68.7%
MELI vs SMR
-14.3%
+83.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.7% | +15.2% | +0.7% |
| 7D | -4.1% | -11.2% | +7.1% | -3.5% |
| 30D | +3.8% | -10.2% | +14.0% | +4.3% |
| 3M | +17.8% | -10.0% | +27.9% | +17.8% |
| 6M | +7.4% | -30.5% | +37.9% | +8.6% |
| YTD | -5.8% | -39.2% | +33.4% | -4.3% |
| 1Y | -18.9% | -75.5% | +56.7% | -13.2% |
| 3Y | +33.3% | +45.4% | -12.1% | +16.9% |
| All | +68.7% | -14.3% | +83.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 5y: compounded portfolio wealth divided by compounded SMR 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…
5y analysis · Full analysis span regression · 6 months rolling