+57.7%
AMGN vs MELI
+31.9%
+25.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -13.7% | -4.1% | -9.6% | -13.4% |
| 30D | -8.8% | +3.8% | -12.6% | -9.0% |
| 3M | +7.2% | +17.8% | -10.6% | +5.9% |
| 6M | +1.3% | +7.4% | -6.2% | +0.4% |
| YTD | +17.6% | -5.8% | +23.5% | +17.5% |
| 1Y | +37.2% | -18.9% | +56.0% | +38.4% |
| 3Y | +57.7% | +33.3% | +24.4% | +43.7% |
| All | +57.7% | +31.9% | +25.9% | +43.7% |
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