-4.5%
MELI vs SN
+109.3%
-113.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.5% |
| 7D | -1.2% | +1.5% | -2.8% | -1.5% |
| 30D | -18.9% | +21.5% | -40.4% | -21.8% |
| 3M | -18.4% | +20.0% | -38.5% | -21.2% |
| 6M | -4.5% | +119.9% | -124.4% | -25.0% |
| All | -4.5% | +109.3% | -113.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 6mo: compounded portfolio wealth divided by compounded SN 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…
6mo analysis · Full analysis span regression · 6 months rolling