+6,694.3%
MELI vs SPG
+424.7%
+6,269.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.1% |
| 7D | -6.5% | -2.7% | -3.8% | -5.4% |
| 30D | +2.8% | -7.3% | +10.1% | +6.1% |
| 3M | +14.3% | -3.5% | +17.8% | +15.8% |
| 6M | +6.0% | +8.5% | -2.4% | +2.1% |
| YTD | -6.8% | +13.0% | -19.8% | -12.1% |
| 1Y | -20.9% | +18.0% | -39.0% | -27.0% |
| 3Y | +31.4% | +104.5% | -73.1% | -6.1% |
| 5Y | -0.4% | +102.0% | -102.4% | -27.3% |
| 10Y | +951.2% | +61.9% | +889.2% | +620.4% |
| All | +6,694.3% | +424.7% | +6,269.6% | +2,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling