+7.4%
MELI vs SRE
-8.9%
+16.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -4.1% | -0.8% | -3.3% | -4.2% |
| 30D | +3.8% | -3.0% | +6.8% | +3.3% |
| 3M | +17.8% | -8.3% | +26.2% | +16.4% |
| 6M | +7.4% | -8.9% | +16.3% | +4.1% |
| All | +7.4% | -8.9% | +16.3% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling