+4,862.7%
MELI vs SW
+755.0%
+4,107.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +0.6% | -5.1% | +5.7% | +1.1% |
| 30D | +2.9% | -4.6% | +7.5% | +3.4% |
| 3M | +21.0% | +9.4% | +11.6% | +19.8% |
| 6M | +11.8% | +3.5% | +8.3% | +11.1% |
| YTD | -1.8% | +22.0% | -23.8% | -4.0% |
| 1Y | -18.2% | +2.2% | -20.4% | -18.9% |
| 3Y | +39.2% | +19.6% | +19.6% | +34.5% |
| 5Y | +1.7% | -2.3% | +4.0% | -2.2% |
| 10Y | +967.1% | +181.4% | +785.7% | +837.7% |
| All | +4,862.7% | +755.0% | +4,107.7% | +3,963.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling