+16.4%
SPGI vs MELI
+30.4%
-14.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.0% |
| 7D | -3.1% | -6.5% | +3.4% | -1.8% |
| 30D | +2.0% | +2.8% | -0.8% | +1.3% |
| 3M | +4.3% | +14.3% | -10.0% | +1.4% |
| 6M | -0.2% | +6.0% | -6.3% | -2.0% |
| YTD | -14.8% | -6.8% | -7.9% | -14.4% |
| 1Y | -18.5% | -20.9% | +2.4% | -16.4% |
| All | +16.4% | +30.4% | -14.0% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling