+355.8%
BMY vs MELI
+8,701.6%
-8,345.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | -4.8% | -6.5% | +1.7% | -4.2% |
| 30D | -0.7% | +2.8% | -3.5% | -1.0% |
| 3M | +15.3% | +14.3% | +1.0% | +13.6% |
| 6M | +8.5% | +6.0% | +2.5% | +7.5% |
| YTD | +23.4% | -6.8% | +30.3% | +23.6% |
| 1Y | +42.9% | -20.9% | +63.9% | +44.9% |
| 3Y | +22.0% | +31.4% | -9.4% | +15.6% |
| 5Y | +24.3% | -0.4% | +24.7% | +16.8% |
| 10Y | +64.6% | +951.2% | -886.6% | +10.9% |
| All | +355.8% | +8,701.6% | -8,345.9% | +109.7% |
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 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