+481.5%
SAP vs MELI
+6,819.5%
-6,338.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -3.9% | -3.6% | -0.3% | -3.2% |
| 30D | +6.5% | -21.4% | +27.9% | +11.5% |
| 3M | +14.7% | -19.3% | +34.0% | +19.1% |
| 6M | +39.9% | -6.6% | +46.5% | +40.9% |
| YTD | -2.0% | -26.8% | +24.8% | +3.2% |
| 1Y | -6.0% | -29.9% | +23.9% | -0.4% |
| 3Y | +67.7% | +7.3% | +60.3% | +59.0% |
| 5Y | +78.8% | -7.6% | +86.4% | +64.2% |
| 10Y | +229.3% | +848.9% | -619.6% | +73.4% |
| All | +481.5% | +6,819.5% | -6,338.0% | +77.7% |
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