-98.3%
DFNS vs MELI
-16.8%
-81.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -16.0% | +0.6% | -16.6% | -16.5% |
| 30D | -77.7% | +2.9% | -80.6% | -78.3% |
| 3M | -77.2% | +21.0% | -98.2% | -78.9% |
| 6M | -95.2% | +11.8% | -107.0% | -95.5% |
| YTD | -98.0% | -1.8% | -96.2% | -98.0% |
| 1Y | -98.3% | -18.2% | -80.1% | -98.3% |
| All | -98.3% | -16.8% | -81.5% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling