+33.3%
MELI vs SPYG
+98.4%
-65.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -4.1% | -0.9% | -3.2% | -3.5% |
| 30D | +3.8% | -1.5% | +5.3% | +4.8% |
| 3M | +17.8% | +3.7% | +14.1% | +14.2% |
| 6M | +7.4% | +16.4% | -9.0% | -5.0% |
| YTD | -5.8% | +13.3% | -19.1% | -15.0% |
| 1Y | -18.9% | +17.9% | -36.7% | -28.9% |
| 3Y | +33.3% | +98.3% | -65.0% | -34.0% |
| All | +33.3% | +98.4% | -65.0% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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