+2.4%
MELI vs SPG
+106.0%
-103.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -4.1% | -1.2% | -2.9% | -3.4% |
| 30D | +3.8% | -6.1% | +9.9% | +8.0% |
| 3M | +17.8% | -3.6% | +21.5% | +20.2% |
| 6M | +7.4% | +10.4% | -3.0% | -0.1% |
| YTD | -5.8% | +14.4% | -20.2% | -15.1% |
| 1Y | -18.9% | +16.5% | -35.4% | -28.1% |
| 3Y | +33.3% | +106.8% | -73.5% | -31.6% |
| All | +2.4% | +106.0% | -103.6% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling