+1,119.7%
SPGI vs MELI
+9,180.3%
-8,060.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +8.4% | +2.9% | +5.5% | +7.5% |
| 3M | +11.8% | +21.0% | -9.2% | +6.7% |
| 6M | +5.7% | +11.8% | -6.1% | +2.3% |
| YTD | -9.7% | -1.8% | -7.9% | -10.1% |
| 1Y | -12.5% | -18.2% | +5.7% | -9.8% |
| 3Y | +21.8% | +39.2% | -17.3% | +8.1% |
| 5Y | +8.2% | +1.7% | +6.5% | -4.1% |
| 10Y | +309.5% | +967.1% | -657.5% | +86.5% |
| All | +1,119.7% | +9,180.3% | -8,060.6% | +158.4% |
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 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