+282.6%
SPGI vs MELI
+975.3%
-692.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | -8.9% | -4.3% | -4.7% | -8.1% |
| 30D | +0.6% | -1.7% | +2.4% | +0.9% |
| 3M | +2.0% | +20.0% | -18.0% | -2.2% |
| 6M | +0.1% | +9.4% | -9.3% | -2.4% |
| YTD | -16.4% | -5.4% | -11.1% | -16.1% |
| 1Y | -18.9% | -18.8% | -0.1% | -16.5% |
| 3Y | +13.8% | +33.5% | -19.7% | +2.7% |
| 5Y | +0.5% | +3.2% | -2.7% | -10.4% |
| All | +282.6% | +975.3% | -692.7% | +106.4% |
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