+2.4%
MELI vs SRE
+45.6%
-43.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | +3.8% | -3.0% | +6.8% | +4.6% |
| 3M | +17.8% | -8.3% | +26.2% | +20.7% |
| 6M | +7.4% | -8.9% | +16.3% | +9.9% |
| YTD | -5.8% | -4.3% | -1.5% | -5.6% |
| 1Y | -18.9% | +2.7% | -21.6% | -21.1% |
| 3Y | +33.3% | +28.7% | +4.7% | +13.0% |
| All | +2.4% | +45.6% | -43.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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