+103.4%
AMGN vs MELI
+2.1%
+101.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -13.7% | -4.1% | -9.6% | -13.5% |
| 30D | -8.8% | +3.8% | -12.6% | -9.0% |
| 3M | +7.2% | +17.8% | -10.6% | +6.2% |
| 6M | +1.3% | +7.4% | -6.2% | +0.7% |
| YTD | +17.6% | -5.8% | +23.5% | +17.6% |
| 1Y | +37.2% | -18.9% | +56.0% | +38.0% |
| 3Y | +57.7% | +33.3% | +24.4% | +53.2% |
| All | +103.4% | +2.1% | +101.4% | +98.4% |
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 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