+961.1%
MELI vs SPY
+322.5%
+638.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.7% |
| 7D | -4.1% | -0.8% | -3.3% | -3.0% |
| 30D | +3.8% | -1.1% | +4.8% | +5.3% |
| 3M | +17.8% | +3.9% | +14.0% | +11.1% |
| 6M | +7.4% | +13.6% | -6.2% | -11.0% |
| YTD | -5.8% | +12.7% | -18.5% | -21.0% |
| 1Y | -18.9% | +17.5% | -36.4% | -35.9% |
| 3Y | +33.3% | +76.9% | -43.6% | -44.6% |
| 5Y | +2.7% | +83.6% | -80.9% | -55.8% |
| All | +961.1% | +322.5% | +638.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling