+34.0%
MELI vs SO
+43.5%
-9.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -4.3% | -1.1% | -3.1% | -4.2% |
| 30D | -1.7% | -3.7% | +2.0% | -1.6% |
| 3M | +20.0% | -5.9% | +25.9% | +20.3% |
| 6M | +9.4% | -7.3% | +16.8% | +9.8% |
| YTD | -5.4% | +3.1% | -8.5% | -5.6% |
| 1Y | -18.8% | -1.0% | -17.9% | -19.1% |
| All | +34.0% | +43.5% | -9.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling