+34.0%
MELI vs SPG
+106.6%
-72.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.3% | -2.2% | -2.1% | -3.7% |
| 30D | -1.7% | -5.8% | +4.0% | -0.1% |
| 3M | +20.0% | -2.8% | +22.8% | +20.8% |
| 6M | +9.4% | +8.9% | +0.5% | +6.4% |
| YTD | -5.4% | +14.3% | -19.6% | -9.4% |
| 1Y | -18.8% | +19.5% | -38.3% | -23.5% |
| All | +34.0% | +106.6% | -72.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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