+7,063.7%
MELI vs SO
+453.3%
+6,610.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +2.9% | -4.6% | +7.5% | +5.0% |
| 3M | +21.0% | -3.0% | +24.1% | +22.4% |
| 6M | +11.8% | -8.3% | +20.1% | +15.5% |
| YTD | -1.8% | +3.5% | -5.3% | -4.1% |
| 1Y | -18.2% | -0.9% | -17.2% | -18.7% |
| 3Y | +39.2% | +45.4% | -6.2% | +13.2% |
| 5Y | +1.7% | +59.6% | -58.0% | -22.5% |
| 10Y | +967.1% | +156.6% | +810.5% | +468.1% |
| All | +7,063.7% | +453.3% | +6,610.4% | +1,735.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling