+650.6%
SPY vs MELI
+8,935.8%
-8,285.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | -0.9% | +5.8% | -6.7% | -2.2% |
| 3M | +3.9% | +19.5% | -15.6% | 0.0% |
| 6M | +14.5% | +7.7% | +6.8% | +12.0% |
| YTD | +12.9% | -4.4% | +17.3% | +12.6% |
| 1Y | +19.4% | -17.9% | +37.3% | +22.1% |
| 3Y | +78.5% | +34.9% | +43.6% | +61.8% |
| 5Y | +81.8% | +1.1% | +80.7% | +63.8% |
| 10Y | +311.5% | +955.8% | -644.3% | +113.4% |
| All | +650.6% | +8,935.8% | -8,285.2% | +107.1% |
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