-19.6%
SAP vs MELI
-19.8%
+0.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -5.1% | -4.3% | -0.8% | -4.1% |
| 30D | -1.8% | -1.7% | 0.0% | -1.5% |
| 3M | +20.9% | +20.0% | +0.9% | +15.4% |
| 6M | +7.0% | +9.4% | -2.4% | +3.6% |
| YTD | -13.7% | -5.4% | -8.4% | -14.1% |
| 1Y | -19.6% | -18.8% | -0.7% | -18.5% |
| All | -19.6% | -19.8% | +0.2% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling