-100.0%
DFNS vs MELI
-7.0%
-93.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.6% |
| 7D | -6.0% | -1.2% | -4.7% | -5.9% |
| 30D | -71.2% | -18.9% | -52.3% | -70.6% |
| 3M | -94.5% | -18.4% | -76.1% | -94.4% |
| 6M | -96.5% | -4.5% | -92.0% | -96.5% |
| YTD | -99.6% | -26.0% | -73.7% | -99.6% |
| 1Y | -99.7% | -26.6% | -73.1% | -99.7% |
| 3Y | -100.0% | +8.2% | -108.2% | -100.0% |
| All | -100.0% | -7.0% | -93.0% | -100.0% |
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 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