+236.6%
SAP vs MELI
+859.5%
-622.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | +6.5% | -18.9% | +25.4% | +11.0% |
| 3M | +12.2% | -18.4% | +30.7% | +16.4% |
| 6M | +46.1% | -4.5% | +50.6% | +46.4% |
| YTD | -1.6% | -26.0% | +24.3% | +3.5% |
| 1Y | -5.1% | -26.6% | +21.5% | -0.2% |
| 3Y | +68.4% | +8.2% | +60.1% | +58.9% |
| 5Y | +79.4% | -6.6% | +86.0% | +63.2% |
| All | +236.6% | +859.5% | -622.9% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 10y: compounded portfolio wealth divided by compounded MELI 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…
10y analysis · Full analysis span regression · 6 months rolling