-8.7%
MELI vs SW
-2.3%
-6.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -1.2% | -2.9% | +1.7% | -0.7% |
| 30D | -18.9% | +5.0% | -23.9% | -19.6% |
| 3M | -18.4% | -13.7% | -4.8% | -16.3% |
| 6M | -4.5% | +8.0% | -12.5% | -6.2% |
| YTD | -26.0% | +14.0% | -39.9% | -28.2% |
| 1Y | -26.6% | +25.6% | -52.2% | -30.1% |
| 3Y | +8.2% | +40.1% | -31.9% | -1.5% |
| All | -8.7% | -2.3% | -6.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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