+59.8%
MELI vs SN
+490.7%
-430.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.6% | -9.3% | +10.0% | +1.7% |
| 30D | +2.9% | -4.8% | +7.7% | +3.4% |
| 3M | +21.0% | +40.4% | -19.4% | +15.8% |
| 6M | +11.8% | +50.9% | -39.1% | +5.8% |
| YTD | -1.8% | +54.9% | -56.7% | -7.3% |
| 1Y | -18.2% | +43.0% | -61.2% | -22.3% |
| 3Y | +39.2% | +391.8% | -352.7% | +33.2% |
| All | +59.8% | +490.7% | -430.9% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling