-99.9%
DFNS vs MELI
+32.5%
-132.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.2% |
| 7D | -3.3% | -4.3% | +0.9% | -2.5% |
| 30D | -73.1% | -1.7% | -71.4% | -73.1% |
| 3M | -71.4% | +20.0% | -91.4% | -71.9% |
| 6M | -93.8% | +9.4% | -103.3% | -93.9% |
| YTD | -98.0% | -5.4% | -92.7% | -98.1% |
| 1Y | -98.2% | -18.8% | -79.3% | -98.2% |
| All | -99.9% | +32.5% | -132.3% | -99.9% |
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