+83.8%
SPYM vs MELI
+2.1%
+81.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.8% | -4.1% | +3.3% | 0.0% |
| 30D | -1.1% | +3.8% | -4.9% | -1.9% |
| 3M | +3.9% | +17.8% | -14.0% | +0.3% |
| 6M | +13.6% | +7.4% | +6.2% | +11.2% |
| YTD | +12.7% | -5.8% | +18.5% | +12.8% |
| 1Y | +17.6% | -18.9% | +36.4% | +20.5% |
| 3Y | +77.2% | +33.3% | +43.9% | +60.3% |
| All | +83.8% | +2.1% | +81.7% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling