+411.8%
SYK vs MELI
+8,841.9%
-8,430.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.2% |
| 7D | -12.3% | -4.3% | -8.1% | -11.6% |
| 30D | -22.4% | -1.7% | -20.7% | -22.2% |
| 3M | -12.3% | +20.0% | -32.4% | -15.2% |
| 6M | -24.3% | +9.4% | -33.7% | -25.8% |
| YTD | -22.8% | -5.4% | -17.4% | -22.7% |
| 1Y | -28.8% | -18.8% | -9.9% | -27.1% |
| 3Y | -4.0% | +33.5% | -37.4% | -11.8% |
| 5Y | +3.8% | +3.2% | +0.7% | -5.6% |
| 10Y | +172.8% | +967.9% | -795.1% | +55.2% |
| All | +411.8% | +8,841.9% | -8,430.1% | +73.6% |
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 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