+3,738.7%
MELI vs SW
+730.4%
+3,008.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.5% | -10.5% | -11.9% |
| 7D | -7.8% | +4.7% | -12.5% | -8.2% |
| 30D | -17.6% | +5.0% | -22.6% | -18.1% |
| 3M | -20.4% | -7.3% | -13.1% | -19.8% |
| 6M | -15.8% | +15.0% | -30.8% | -17.1% |
| YTD | -24.0% | +18.5% | -42.5% | -25.6% |
| 1Y | -33.5% | +27.1% | -60.7% | -35.3% |
| 3Y | +10.3% | +49.3% | -39.0% | +4.7% |
| 5Y | -6.1% | -1.6% | -4.5% | -9.6% |
| 10Y | +819.9% | +185.4% | +634.6% | +709.7% |
| All | +3,738.7% | +730.4% | +3,008.3% | +3,051.1% |
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