+434.4%
SAP vs MELI
+9,180.3%
-8,745.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +9.0% | +2.9% | +6.1% | +8.2% |
| 3M | +14.9% | +21.0% | -6.1% | +10.3% |
| 6M | +11.9% | +11.8% | +0.1% | +8.8% |
| YTD | -9.9% | -1.8% | -8.1% | -10.2% |
| 1Y | -19.5% | -18.2% | -1.4% | -17.2% |
| 3Y | +61.8% | +39.2% | +22.6% | +46.1% |
| 5Y | +56.2% | +1.7% | +54.5% | +40.9% |
| 10Y | +180.6% | +967.1% | -786.5% | +44.6% |
| All | +434.4% | +9,180.3% | -8,745.9% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling