+961.1%
MELI vs SMTC
+548.2%
+412.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.7% |
| 7D | -4.1% | +13.1% | -17.2% | -7.3% |
| 30D | +3.8% | +19.5% | -15.7% | -2.3% |
| 3M | +17.8% | +2.2% | +15.6% | +12.3% |
| 6M | +7.4% | +94.9% | -87.4% | -17.6% |
| YTD | -5.8% | +127.0% | -132.8% | -31.6% |
| 1Y | -18.9% | +174.6% | -193.4% | -45.4% |
| 3Y | +33.3% | +615.9% | -582.6% | -51.2% |
| 5Y | +2.7% | +125.6% | -122.9% | -36.7% |
| All | +961.1% | +548.2% | +412.9% | +347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling