+381.4%
DUK vs MELI
+8,841.9%
-8,460.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -1.7% | -4.3% | +2.6% | -1.4% |
| 30D | -2.2% | -1.7% | -0.5% | -2.2% |
| 3M | -3.7% | +20.0% | -23.7% | -5.0% |
| 6M | -6.3% | +9.4% | -15.8% | -7.2% |
| YTD | +4.5% | -5.4% | +9.9% | +4.5% |
| 1Y | +1.8% | -18.8% | +20.7% | +2.6% |
| 3Y | +46.8% | +33.5% | +13.3% | +41.4% |
| 5Y | +40.2% | +3.2% | +37.1% | +34.0% |
| 10Y | +129.8% | +967.9% | -838.1% | +72.1% |
| All | +381.4% | +8,841.9% | -8,460.6% | +162.6% |
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