+587.4%
AZN vs MELI
+8,800.3%
-8,213.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.0% |
| 30D | +1.1% | +3.8% | -2.7% | +0.6% |
| 3M | -12.1% | +17.8% | -30.0% | -14.1% |
| 6M | -17.1% | +7.4% | -24.6% | -18.3% |
| YTD | -12.0% | -5.8% | -6.2% | -12.0% |
| 1Y | -0.2% | -18.9% | +18.6% | +1.2% |
| 3Y | +26.8% | +33.3% | -6.6% | +18.2% |
| 5Y | +56.9% | +2.7% | +54.2% | +44.3% |
| 10Y | +226.7% | +962.9% | -736.2% | +103.7% |
| All | +587.4% | +8,800.3% | -8,213.0% | +173.0% |
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